+1,096.6%
CIEN vs LDOS
+248.5%
+848.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +6.1% |
| 7D | -24.1% | -7.2% | -16.9% | -22.6% |
| 30D | -45.5% | +16.8% | -62.3% | -48.5% |
| 3M | -39.7% | -1.6% | -38.1% | -40.1% |
| 6M | -57.8% | -1.0% | -56.8% | -58.5% |
| YTD | +4.1% | -25.8% | +29.8% | +12.6% |
| 1Y | +20.8% | -31.1% | +51.9% | +34.8% |
| 3Y | +463.1% | +32.8% | +430.3% | +365.0% |
| 5Y | +302.3% | +49.4% | +252.9% | +208.4% |
| All | +1,096.6% | +248.5% | +848.1% | +444.4% |
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