+186.8%
CIEN vs LII
-32.7%
+219.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +6.8% |
| 7D | -5.3% | +2.1% | -7.4% | -6.1% |
| 30D | -17.2% | -12.4% | -4.8% | -13.3% |
| 3M | -26.9% | -24.8% | -2.1% | -20.1% |
| 6M | +16.0% | -25.2% | +41.2% | +25.5% |
| YTD | +45.9% | -20.3% | +66.2% | +55.2% |
| 1Y | +186.8% | -32.9% | +219.7% | +228.1% |
| All | +186.8% | -32.7% | +219.5% | +228.1% |
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