+48.9%
CIEN vs LMT
+26.0%
+22.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.9% | -2.4% | -10.2% |
| 7D | -25.0% | -5.5% | -19.5% | -25.5% |
| 30D | -30.1% | +17.5% | -47.6% | -27.6% |
| 3M | -33.8% | +1.6% | -35.4% | -32.0% |
| 6M | -49.4% | +16.3% | -65.8% | -47.5% |
| YTD | +16.4% | +25.3% | -8.8% | +33.0% |
| 1Y | +48.9% | +25.9% | +23.0% | +63.3% |
| All | +48.9% | +26.0% | +22.9% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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