+1,670.7%
LITE vs CSCO
+336.5%
+1,334.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +8.0% | +8.4% |
| 7D | +3.4% | -2.8% | +6.2% | +7.2% |
| 30D | -34.9% | -12.6% | -22.3% | -25.4% |
| 3M | -21.0% | -16.0% | -5.0% | -6.3% |
| 6M | -38.5% | +2.8% | -41.3% | -37.9% |
| YTD | +75.8% | +33.2% | +42.6% | +42.7% |
| 1Y | +156.7% | +43.1% | +113.6% | +96.9% |
| 3Y | +1,498.6% | +106.7% | +1,391.9% | +844.0% |
| 5Y | +610.9% | +103.6% | +507.3% | +320.0% |
| 10Y | +1,670.7% | +330.5% | +1,340.2% | +509.7% |
| All | +1,670.7% | +336.5% | +1,334.2% | +509.7% |
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