+48.9%
CIEN vs LDOS
-27.6%
+76.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.7% | -10.0% | -9.1% |
| 7D | -25.0% | -2.8% | -22.2% | -25.4% |
| 30D | -30.1% | +13.6% | -43.7% | -28.6% |
| 3M | -33.8% | +4.2% | -38.0% | -32.7% |
| 6M | -49.4% | -8.2% | -41.2% | -45.7% |
| YTD | +16.4% | -24.1% | +40.5% | +27.7% |
| 1Y | +48.9% | -31.2% | +80.1% | +66.3% |
| All | +48.9% | -27.6% | +76.5% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 1y: compounded portfolio wealth divided by compounded LDOS 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…
1y analysis · Full analysis span regression · 6 months rolling