+281.5%
CIEN vs LDOS
+52.0%
+229.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.1% | -15.3% | -15.2% |
| 7D | -34.0% | -3.7% | -30.3% | -33.7% |
| 30D | -48.0% | +16.4% | -64.4% | -49.4% |
| 3M | -43.5% | +7.4% | -51.0% | -44.5% |
| 6M | -57.6% | -0.3% | -57.3% | -57.5% |
| YTD | -1.3% | -24.0% | +22.7% | +5.3% |
| 1Y | +17.9% | -29.6% | +47.4% | +28.8% |
| 3Y | +425.8% | +35.1% | +390.6% | +364.3% |
| 5Y | +281.5% | +52.9% | +228.6% | +242.1% |
| All | +281.5% | +52.0% | +229.5% | +242.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling