+93.0%
CSCO vs LSCC
+69.3%
+23.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -8.6% | +1.0% | -6.0% |
| 7D | -11.9% | -4.8% | -7.0% | -11.1% |
| 30D | -18.8% | -27.1% | +8.3% | -14.3% |
| 3M | -21.2% | -23.6% | +2.4% | -17.7% |
| 6M | +1.9% | -19.8% | +21.7% | +5.0% |
| YTD | +26.1% | +33.2% | -7.2% | +18.9% |
| 1Y | +34.7% | +55.2% | -20.5% | +23.8% |
| All | +93.0% | +69.3% | +23.7% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling