+520.6%
CIEN vs LMT
+73.4%
+447.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +5.4% | -0.5% | +5.9% | +5.4% |
| 30D | -13.7% | -10.8% | -2.9% | -13.0% |
| 3M | -23.0% | +1.6% | -24.6% | -23.3% |
| 6M | -0.8% | -17.6% | +16.7% | +1.2% |
| YTD | +43.1% | +11.6% | +31.5% | +41.5% |
| 1Y | +157.6% | +17.2% | +140.4% | +153.3% |
| 3Y | +593.8% | +35.7% | +558.1% | +559.3% |
| 5Y | +520.6% | +75.2% | +445.4% | +460.9% |
| All | +520.6% | +73.4% | +447.2% | +460.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling