+167.3%
CIEN vs LII
+3,124.4%
-2,957.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +0.5% |
| 7D | -15.2% | -0.7% | -14.5% | -15.1% |
| 30D | -21.5% | -12.6% | -8.9% | -16.3% |
| 3M | -40.1% | -24.4% | -15.6% | -32.6% |
| 6M | -6.6% | -28.7% | +22.1% | +8.3% |
| YTD | +37.3% | -19.1% | +56.4% | +48.0% |
| 1Y | +174.5% | -29.7% | +204.2% | +215.7% |
| 3Y | +562.3% | +4.8% | +557.5% | +509.7% |
| 5Y | +463.9% | +24.6% | +439.4% | +361.2% |
| 10Y | +1,302.4% | +169.2% | +1,133.2% | +634.1% |
| All | +167.3% | +3,124.4% | -2,957.1% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling