+490.8%
LITE vs CSCO
+88.5%
+402.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +7.6% |
| 7D | -35.9% | -10.2% | -25.7% | -27.8% |
| 30D | -51.5% | -20.1% | -31.5% | -38.4% |
| 3M | -35.7% | -22.1% | -13.7% | -16.5% |
| 6M | -43.0% | +3.2% | -46.2% | -42.5% |
| YTD | +46.1% | +24.1% | +22.0% | +22.6% |
| 1Y | +124.7% | +34.6% | +90.2% | +75.1% |
| 3Y | +1,172.1% | +90.0% | +1,082.1% | +645.8% |
| All | +490.8% | +88.5% | +402.3% | +246.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling