+1,402.3%
LITE vs CSCO
+307.9%
+1,094.5%
-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% | -22.4% | -13.4% | -18.8% |
| 6M | -43.0% | +2.8% | -45.8% | -42.5% |
| YTD | +46.1% | +23.6% | +22.5% | +26.0% |
| 1Y | +124.7% | +34.0% | +90.7% | +81.8% |
| 3Y | +1,172.1% | +89.3% | +1,082.8% | +705.8% |
| 5Y | +477.0% | +87.9% | +389.2% | +263.2% |
| All | +1,402.3% | +307.9% | +1,094.5% | +438.6% |
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