+102.7%
CSCO vs LNT
+66.9%
+35.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -4.7% | +1.6% | -6.2% | -4.8% |
| 30D | -17.1% | +12.1% | -29.2% | -18.3% |
| 3M | -19.6% | +8.2% | -27.8% | -20.4% |
| 6M | +2.4% | +3.6% | -1.2% | +1.6% |
| YTD | +29.8% | +16.2% | +13.6% | +25.7% |
| 1Y | +38.7% | +12.8% | +25.9% | +35.1% |
| All | +102.7% | +66.9% | +35.8% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 3y: compounded portfolio wealth divided by compounded LNT 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…
3y analysis · Full analysis span regression · 6 months rolling