+801.6%
CIEN vs LDOS
+509.1%
+292.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.1% | -15.3% | -15.3% |
| 7D | -34.0% | -3.7% | -30.3% | -33.2% |
| 30D | -48.0% | +16.4% | -64.4% | -51.5% |
| 3M | -43.5% | +7.4% | -51.0% | -46.1% |
| 6M | -57.6% | -0.3% | -57.3% | -58.8% |
| YTD | -1.3% | -24.0% | +22.7% | +6.3% |
| 1Y | +17.9% | -29.6% | +47.4% | +31.4% |
| 3Y | +425.8% | +35.1% | +390.6% | +323.5% |
| 5Y | +281.5% | +52.9% | +228.6% | +182.4% |
| 10Y | +1,099.0% | +262.2% | +836.8% | +453.0% |
| All | +801.6% | +509.1% | +292.5% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling