+48.9%
CIEN vs LHX
-8.3%
+57.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.5% | -2.8% | -9.5% |
| 7D | -25.0% | -0.3% | -24.7% | -24.7% |
| 30D | -30.1% | +9.7% | -39.8% | -29.4% |
| 3M | -33.8% | -8.5% | -25.3% | -32.7% |
| 6M | -49.4% | -15.1% | -34.4% | -48.1% |
| YTD | +16.4% | -10.4% | +26.8% | +17.3% |
| 1Y | +48.9% | -9.3% | +58.2% | +46.4% |
| All | +48.9% | -8.3% | +57.1% | +46.4% |
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