+94.8%
CSCO vs LSCC
+40.9%
+53.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | -4.7% | +5.0% | -9.7% | -5.6% |
| 30D | -17.1% | -11.7% | -5.4% | -15.4% |
| 3M | -19.6% | -13.3% | -6.3% | -18.0% |
| 6M | +2.4% | -12.5% | +14.9% | +3.6% |
| YTD | +29.8% | +51.2% | -21.4% | +17.9% |
| 1Y | +38.7% | +65.9% | -27.2% | +23.6% |
| 3Y | +101.3% | +95.3% | +6.0% | +64.2% |
| 5Y | +94.8% | +38.6% | +56.2% | +54.9% |
| All | +94.8% | +40.9% | +53.9% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling