+1,402.3%
LITE vs CSCO
+309.5%
+1,092.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +7.3% |
| 7D | -35.9% | -10.2% | -25.7% | -28.9% |
| 30D | -51.5% | -20.1% | -31.5% | -40.1% |
| 3M | -35.7% | -22.1% | -13.7% | -19.0% |
| 6M | -43.0% | +3.2% | -46.2% | -42.6% |
| YTD | +46.1% | +24.1% | +22.0% | +25.5% |
| 1Y | +124.7% | +34.6% | +90.2% | +81.2% |
| 3Y | +1,172.1% | +90.0% | +1,082.1% | +703.2% |
| 5Y | +477.0% | +88.6% | +388.4% | +262.0% |
| All | +1,402.3% | +309.5% | +1,092.9% | +436.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling