+463.1%
CIEN vs LII
-8.7%
+471.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.4% | +6.2% |
| 7D | -24.1% | -0.6% | -23.5% | -24.1% |
| 30D | -45.5% | -4.6% | -40.9% | -45.1% |
| 3M | -39.7% | -21.2% | -18.5% | -34.1% |
| 6M | -57.8% | -36.4% | -21.4% | -49.8% |
| YTD | +4.1% | -28.9% | +33.0% | +15.8% |
| 1Y | +20.8% | -29.5% | +50.3% | +35.0% |
| 3Y | +463.1% | -8.6% | +471.7% | +452.7% |
| All | +463.1% | -8.7% | +471.9% | +452.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling