+174.5%
CIEN vs LII
-28.2%
+202.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +0.7% |
| 7D | -15.2% | -0.7% | -14.5% | -15.0% |
| 30D | -21.5% | -12.6% | -8.9% | -17.7% |
| 3M | -40.1% | -24.4% | -15.6% | -34.5% |
| 6M | -6.6% | -28.7% | +22.1% | +2.5% |
| YTD | +37.3% | -19.1% | +56.4% | +45.5% |
| 1Y | +174.5% | -29.7% | +204.2% | +206.3% |
| All | +174.5% | -28.2% | +202.7% | +206.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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