+306.4%
CSCO vs LSCC
+1,244.7%
-938.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.1% | -9.1% | -3.4% |
| 7D | -10.2% | +13.0% | -23.2% | -12.6% |
| 30D | -20.1% | -19.8% | -0.2% | -16.7% |
| 3M | -22.1% | -18.4% | -3.7% | -19.3% |
| 6M | +3.2% | -16.1% | +19.3% | +5.2% |
| YTD | +24.1% | +42.7% | -18.6% | +12.6% |
| 1Y | +34.6% | +68.0% | -33.5% | +17.9% |
| 3Y | +90.0% | +85.8% | +4.1% | +53.5% |
| 5Y | +88.6% | +28.0% | +60.5% | +55.7% |
| All | +306.4% | +1,244.7% | -938.3% | +95.1% |
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