+361.1%
CSCO vs LSCC
+1,772.4%
-1,411.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | -0.7% | +1.3% | -2.0% | -0.9% |
| 30D | -10.1% | -9.7% | -0.5% | -8.4% |
| 3M | -15.7% | -23.7% | +8.0% | -11.7% |
| 6M | +36.3% | +26.5% | +9.8% | +28.3% |
| YTD | +43.8% | +57.5% | -13.7% | +29.0% |
| 1Y | +63.9% | +75.7% | -11.7% | +43.1% |
| 3Y | +104.4% | +19.5% | +84.9% | +82.5% |
| 5Y | +111.4% | +83.8% | +27.6% | +62.9% |
| All | +361.1% | +1,772.4% | -1,411.3% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling