+1,408.5%
LITE vs CSCO
+104.2%
+1,304.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.1% | +5.6% | +4.9% |
| 7D | -12.9% | -2.9% | -10.0% | -8.9% |
| 30D | -46.0% | -16.7% | -29.3% | -32.5% |
| 3M | -33.0% | -18.4% | -14.6% | -14.5% |
| 6M | -34.0% | +2.9% | -37.0% | -33.3% |
| YTD | +61.7% | +30.4% | +31.3% | +22.5% |
| 1Y | +148.3% | +41.4% | +106.9% | +71.1% |
| 3Y | +1,408.5% | +104.7% | +1,303.8% | +595.3% |
| All | +1,408.5% | +104.2% | +1,304.3% | +595.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling