+607.8%
CIEN vs LEN
-25.9%
+633.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.8% | +10.2% | +7.0% |
| 7D | -5.3% | -2.9% | -2.4% | -4.9% |
| 30D | -17.2% | -8.9% | -8.4% | -15.9% |
| 3M | -26.9% | -10.9% | -16.0% | -25.5% |
| 6M | +16.0% | -19.7% | +35.7% | +20.1% |
| YTD | +45.9% | -20.6% | +66.5% | +50.7% |
| 1Y | +186.8% | -42.4% | +229.2% | +217.4% |
| 3Y | +607.8% | -26.5% | +634.3% | +566.8% |
| All | +607.8% | -25.9% | +633.7% | +566.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling