+1,206.6%
CIEN vs LDOS
+228.4%
+978.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +27.4% | -3.5% | +30.8% | +28.6% |
| 30D | -26.6% | +9.5% | -36.1% | -29.2% |
| 3M | -32.0% | -6.3% | -25.7% | -31.3% |
| 6M | -49.1% | +2.8% | -51.9% | -50.6% |
| YTD | +25.7% | -26.6% | +52.4% | +36.5% |
| 1Y | +40.3% | -31.3% | +71.6% | +56.6% |
| 3Y | +566.2% | +30.9% | +535.3% | +452.8% |
| 5Y | +378.7% | +49.4% | +329.3% | +266.7% |
| All | +1,206.6% | +228.4% | +978.2% | +555.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling