+543.5%
CIEN vs LHX
+16.3%
+527.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +4.7% |
| 7D | +8.9% | -4.3% | +13.1% | +9.7% |
| 30D | -19.1% | -15.1% | -4.0% | -17.0% |
| 3M | -21.5% | -21.0% | -0.5% | -18.6% |
| 6M | +2.8% | -32.0% | +34.8% | +10.5% |
| YTD | +49.5% | -15.3% | +64.8% | +52.9% |
| 1Y | +163.8% | -11.1% | +174.9% | +167.1% |
| 3Y | +615.8% | +54.0% | +561.8% | +547.4% |
| All | +543.5% | +16.3% | +527.2% | +492.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling