+232.7%
LITE vs CSCO
+42.8%
+189.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.6% | -8.5% | -8.4% |
| 7D | -31.4% | -6.1% | -25.4% | -26.9% |
| 30D | -42.6% | -8.2% | -34.4% | -37.0% |
| 3M | -26.2% | -14.6% | -11.7% | -14.0% |
| 6M | -35.8% | +12.7% | -48.5% | -35.5% |
| YTD | +70.0% | +37.0% | +33.0% | +44.3% |
| 1Y | +232.7% | +45.9% | +186.8% | +185.8% |
| All | +232.7% | +42.8% | +189.9% | +185.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 CSCO 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