+157.6%
CIEN vs LEN
-42.7%
+200.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.8% |
| 7D | +5.4% | -7.8% | +13.1% | +5.9% |
| 30D | -13.7% | -11.0% | -2.6% | -13.0% |
| 3M | -23.0% | -12.8% | -10.2% | -22.1% |
| 6M | -0.8% | -20.2% | +19.4% | -0.8% |
| YTD | +43.1% | -23.0% | +66.1% | +44.8% |
| 1Y | +157.6% | -41.8% | +199.4% | +162.8% |
| All | +157.6% | -42.7% | +200.4% | +162.8% |
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