+1,153.9%
CIEN vs LDOS
+494.7%
+659.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -15.2% | -5.4% | -9.8% | -13.2% |
| 30D | -21.5% | +4.9% | -26.4% | -23.3% |
| 3M | -40.1% | +7.2% | -47.3% | -42.6% |
| 6M | -6.6% | -24.2% | +17.7% | +3.2% |
| YTD | +37.3% | -25.8% | +63.1% | +51.3% |
| 1Y | +174.5% | -24.7% | +199.3% | +200.2% |
| 3Y | +562.3% | +39.3% | +523.0% | +431.9% |
| 5Y | +463.9% | +43.3% | +420.6% | +334.6% |
| 10Y | +1,302.4% | +278.6% | +1,023.8% | +539.7% |
| All | +1,153.9% | +494.7% | +659.2% | +302.2% |
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