+127.0%
CIEN vs LEN
+2,413.5%
-2,286.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.5% |
| 7D | +27.4% | -8.7% | +36.1% | +31.6% |
| 30D | -26.6% | +11.6% | -38.1% | -30.7% |
| 3M | -32.0% | -1.3% | -30.7% | -33.1% |
| 6M | -49.1% | -1.4% | -47.6% | -50.4% |
| YTD | +25.7% | -16.9% | +42.6% | +29.3% |
| 1Y | +40.3% | -31.2% | +71.5% | +53.9% |
| 3Y | +566.2% | -25.6% | +591.8% | +581.9% |
| 5Y | +378.7% | -13.3% | +392.0% | +349.0% |
| 10Y | +1,252.3% | +138.4% | +1,113.9% | +658.3% |
| All | +127.0% | +2,413.5% | -2,286.5% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling