+1,146.8%
CIEN vs LH
+261.9%
+885.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.4% |
| 7D | +15.3% | +1.1% | +14.2% | +14.9% |
| 30D | -22.0% | +16.7% | -38.7% | -26.6% |
| 3M | -36.6% | +15.1% | -51.7% | -40.2% |
| 6M | -51.5% | +46.3% | -97.8% | -58.6% |
| YTD | +20.0% | +48.8% | -28.8% | +1.2% |
| 1Y | +44.5% | +39.7% | +4.7% | +25.0% |
| 3Y | +539.0% | +87.0% | +452.0% | +381.7% |
| 5Y | +356.8% | +53.0% | +303.8% | +266.5% |
| All | +1,146.8% | +261.9% | +885.0% | +474.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling