+116.6%
CIEN vs LEN
+2,414.4%
-2,297.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +15.3% | -5.8% | +21.0% | +17.8% |
| 30D | -22.0% | +13.7% | -35.7% | -27.0% |
| 3M | -36.6% | -3.9% | -32.8% | -37.1% |
| 6M | -51.5% | -0.4% | -51.1% | -52.9% |
| YTD | +20.0% | -16.8% | +36.8% | +23.4% |
| 1Y | +44.5% | -29.5% | +73.9% | +56.9% |
| 3Y | +539.0% | -25.6% | +564.6% | +554.1% |
| 5Y | +356.8% | -13.2% | +370.1% | +328.4% |
| 10Y | +1,190.4% | +138.5% | +1,052.0% | +623.5% |
| All | +116.6% | +2,414.4% | -2,297.8% | -53.6% |
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