+174.5%
CIEN vs LHX
-4.7%
+179.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | -15.2% | -2.4% | -12.8% | -15.0% |
| 30D | -21.5% | -10.4% | -11.1% | -21.0% |
| 3M | -40.1% | -16.9% | -23.2% | -38.9% |
| 6M | -6.6% | -29.9% | +23.4% | +2.7% |
| YTD | +37.3% | -12.0% | +49.2% | +39.2% |
| 1Y | +174.5% | -4.5% | +179.1% | +172.6% |
| All | +174.5% | -4.7% | +179.2% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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