+344.2%
CIEN vs LDOS
+51.2%
+293.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.3% | +10.3% |
| 7D | -5.3% | -5.8% | +0.5% | -4.6% |
| 30D | -40.1% | +11.6% | -51.7% | -41.3% |
| 3M | -34.7% | -1.0% | -33.7% | -34.8% |
| 6M | -50.9% | +5.1% | -55.9% | -51.4% |
| YTD | +15.2% | -24.0% | +39.2% | +22.9% |
| 1Y | +35.2% | -30.3% | +65.4% | +48.1% |
| 3Y | +522.6% | +37.0% | +485.6% | +447.0% |
| 5Y | +344.2% | +53.4% | +290.9% | +297.4% |
| All | +344.2% | +51.2% | +293.1% | +297.4% |
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 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