+27,612.3%
CSCO vs LIN
+9,840.7%
+17,771.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -0.7% | -2.1% | +1.5% | +0.2% |
| 30D | -10.1% | -2.4% | -7.7% | -9.3% |
| 3M | -15.7% | -5.6% | -10.1% | -14.1% |
| 6M | +36.3% | -3.4% | +39.7% | +37.2% |
| YTD | +43.8% | +13.1% | +30.7% | +35.5% |
| 1Y | +63.9% | +2.5% | +61.5% | +60.3% |
| 3Y | +104.4% | +27.6% | +76.7% | +81.8% |
| 5Y | +111.4% | +63.0% | +48.3% | +68.0% |
| 10Y | +361.7% | +359.3% | +2.4% | +142.3% |
| All | +27,612.3% | +9,840.7% | +17,771.6% | +7,176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LIN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling