+174.5%
CIEN vs LEN
-37.1%
+211.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -15.2% | -3.2% | -12.0% | -15.0% |
| 30D | -21.5% | -4.9% | -16.6% | -21.2% |
| 3M | -40.1% | -8.5% | -31.6% | -39.5% |
| 6M | -6.6% | -20.7% | +14.1% | -7.8% |
| YTD | +37.3% | -17.4% | +54.7% | +38.2% |
| 1Y | +174.5% | -38.2% | +212.8% | +175.2% |
| All | +174.5% | -37.1% | +211.7% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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