+48.9%
CIEN vs LH
+44.2%
+4.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.9% | -13.2% | -9.3% |
| 7D | -25.0% | +2.1% | -27.1% | -24.9% |
| 30D | -30.1% | +19.2% | -49.3% | -30.0% |
| 3M | -33.8% | +18.0% | -51.8% | -33.6% |
| 6M | -49.4% | +46.1% | -95.5% | -49.8% |
| YTD | +16.4% | +47.7% | -31.3% | +15.2% |
| 1Y | +48.9% | +47.2% | +1.6% | +50.1% |
| All | +48.9% | +44.2% | +4.6% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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