+124.7%
LITE vs CSCO
+32.8%
+91.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +7.7% |
| 7D | -35.9% | -10.2% | -25.7% | -27.4% |
| 30D | -51.5% | -20.1% | -31.5% | -38.4% |
| 3M | -35.7% | -22.4% | -13.4% | -16.2% |
| 6M | -43.0% | +2.8% | -45.8% | -36.7% |
| YTD | +46.1% | +23.6% | +22.5% | +35.4% |
| 1Y | +124.7% | +34.0% | +90.7% | +105.1% |
| All | +124.7% | +32.8% | +91.9% | +105.1% |
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