+1,188.7%
CIEN vs LII
+170.7%
+1,017.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.5% | +9.7% |
| 7D | -5.3% | -1.2% | -4.1% | -4.8% |
| 30D | -40.1% | -2.0% | -38.2% | -40.3% |
| 3M | -34.7% | -20.2% | -14.5% | -28.8% |
| 6M | -50.9% | -32.5% | -18.3% | -43.1% |
| YTD | +15.2% | -27.4% | +42.5% | +27.9% |
| 1Y | +35.2% | -28.2% | +63.3% | +50.8% |
| 3Y | +522.6% | -7.2% | +529.8% | +505.3% |
| 5Y | +344.2% | +19.9% | +324.3% | +269.0% |
| 10Y | +1,188.7% | +168.6% | +1,020.0% | +641.5% |
| All | +1,188.7% | +170.7% | +1,017.9% | +641.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling