+174.5%
CIEN vs LH
+20.0%
+154.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.0% |
| 7D | -15.2% | -2.5% | -12.7% | -15.3% |
| 30D | -21.5% | +4.3% | -25.8% | -21.3% |
| 3M | -40.1% | +25.5% | -65.6% | -39.2% |
| 6M | -6.6% | +17.0% | -23.5% | -4.1% |
| YTD | +37.3% | +31.3% | +6.0% | +40.1% |
| 1Y | +174.5% | +20.0% | +154.6% | +183.7% |
| All | +174.5% | +20.0% | +154.6% | +183.7% |
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