+108.5%
CSCO vs LNT
+50.4%
+58.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -0.5% | +1.0% | -1.5% | -0.6% |
| 30D | -10.1% | -1.1% | -9.0% | -10.0% |
| 3M | -11.7% | -3.6% | -8.1% | -11.6% |
| 6M | +40.1% | -2.7% | +42.8% | +40.0% |
| YTD | +43.8% | +8.0% | +35.8% | +40.6% |
| 1Y | +66.6% | +10.5% | +56.2% | +61.8% |
| 3Y | +108.5% | +49.6% | +58.9% | +85.4% |
| All | +108.5% | +50.4% | +58.1% | +85.4% |
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