+147.9%
CIEN vs LH
+4,042.1%
-3,894.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.6% |
| 7D | -15.2% | -2.5% | -12.7% | -14.5% |
| 30D | -21.5% | +4.3% | -25.8% | -22.6% |
| 3M | -40.1% | +25.5% | -65.6% | -44.6% |
| 6M | -6.6% | +17.0% | -23.5% | -11.8% |
| YTD | +37.3% | +31.3% | +6.0% | +24.7% |
| 1Y | +174.5% | +20.0% | +154.6% | +155.8% |
| 3Y | +562.3% | +63.9% | +498.4% | +453.9% |
| 5Y | +463.9% | +30.9% | +433.1% | +401.4% |
| 10Y | +1,302.4% | +191.4% | +1,111.0% | +832.5% |
| All | +147.9% | +4,042.1% | -3,894.2% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling