+48.9%
CIEN vs LEN
-21.9%
+70.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.1% | -16.4% | -8.9% |
| 7D | -25.0% | +10.5% | -35.5% | -24.9% |
| 30D | -30.1% | +24.6% | -54.8% | -30.8% |
| 3M | -33.8% | +6.6% | -40.4% | -33.6% |
| 6M | -49.4% | +10.6% | -60.1% | -49.6% |
| YTD | +16.4% | -8.3% | +24.7% | +18.2% |
| 1Y | +48.9% | -22.5% | +71.4% | +48.7% |
| All | +48.9% | -21.9% | +70.8% | +48.7% |
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