+1,563.7%
LITE vs CSCO
+104.4%
+1,459.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.4% |
| 7D | -1.5% | -0.7% | -0.9% | -0.8% |
| 30D | +6.7% | -10.1% | +16.8% | +19.6% |
| 3M | -6.8% | -15.7% | +8.9% | +12.7% |
| 6M | +29.4% | +36.3% | -6.8% | -6.4% |
| YTD | +139.1% | +43.8% | +95.3% | +57.2% |
| 1Y | +521.0% | +63.9% | +457.1% | +244.0% |
| All | +1,563.7% | +104.4% | +1,459.3% | +602.6% |
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 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