+91.5%
CSCO vs LSCC
+33.9%
+57.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.5% | -0.8% | -5.2% |
| 7D | +1.9% | +7.0% | -5.1% | +0.5% |
| 30D | -15.8% | -2.3% | -13.5% | -15.8% |
| 3M | -15.4% | -12.5% | -2.9% | -13.8% |
| 6M | -5.4% | -10.6% | +5.2% | -4.7% |
| YTD | +26.5% | +52.7% | -26.2% | +14.5% |
| 1Y | +25.9% | +74.0% | -48.1% | +11.2% |
| 3Y | +97.5% | +104.8% | -7.3% | +59.4% |
| All | +91.5% | +33.9% | +57.6% | +53.4% |
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 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