+2,898.2%
LITE vs CSCO
+381.1%
+2,517.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.6% | -11.1% | -12.6% |
| 7D | -44.6% | -11.9% | -32.7% | -37.8% |
| 30D | -55.0% | -18.8% | -36.2% | -45.9% |
| 3M | -38.3% | -21.2% | -17.1% | -24.1% |
| 6M | -48.8% | +1.9% | -50.6% | -47.8% |
| YTD | +38.3% | +26.1% | +12.2% | +19.4% |
| 1Y | +119.0% | +34.7% | +84.3% | +80.4% |
| 3Y | +1,092.0% | +94.0% | +998.0% | +675.9% |
| 5Y | +446.1% | +91.6% | +354.5% | +255.0% |
| 10Y | +1,381.7% | +323.2% | +1,058.5% | +568.3% |
| All | +2,898.2% | +381.1% | +2,517.1% | +1,284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling