+40.3%
CIEN vs LDOS
-32.8%
+73.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -1.1% |
| 7D | +27.4% | -3.5% | +30.8% | +26.4% |
| 30D | -26.6% | +9.5% | -36.1% | -25.8% |
| 3M | -32.0% | -6.3% | -25.7% | -31.7% |
| 6M | -49.1% | +2.8% | -51.9% | -46.9% |
| YTD | +25.7% | -26.6% | +52.4% | +36.1% |
| 1Y | +40.3% | -31.3% | +71.6% | +62.0% |
| All | +40.3% | -32.8% | +73.2% | +62.0% |
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