+40.3%
CIEN vs LEN
-31.8%
+72.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.8% |
| 7D | +27.4% | -8.7% | +36.1% | +26.8% |
| 30D | -26.6% | +11.6% | -38.1% | -27.6% |
| 3M | -32.0% | -1.3% | -30.7% | -32.2% |
| 6M | -49.1% | -1.4% | -47.6% | -49.4% |
| YTD | +25.7% | -16.9% | +42.6% | +27.1% |
| 1Y | +40.3% | -31.2% | +71.5% | +40.1% |
| All | +40.3% | -31.8% | +72.1% | +40.1% |
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