+1,431.9%
CIEN vs LEN
+103.6%
+1,328.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | 0.0% |
| 7D | +5.4% | -7.8% | +13.1% | +7.8% |
| 30D | -13.7% | -11.0% | -2.6% | -10.9% |
| 3M | -23.0% | -12.8% | -10.2% | -20.5% |
| 6M | -0.8% | -20.2% | +19.4% | +5.0% |
| YTD | +43.1% | -23.0% | +66.1% | +52.0% |
| 1Y | +157.6% | -41.8% | +199.4% | +195.8% |
| 3Y | +593.8% | -28.8% | +622.6% | +622.5% |
| 5Y | +520.6% | -12.6% | +533.2% | +485.0% |
| All | +1,431.9% | +103.6% | +1,328.3% | +895.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling