+116.6%
CIEN vs LMT
+2,675.9%
-2,559.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.2% | -4.2% |
| 7D | +15.3% | +5.1% | +10.2% | +13.8% |
| 30D | -22.0% | +14.1% | -36.1% | -25.0% |
| 3M | -36.6% | +0.3% | -36.9% | -37.0% |
| 6M | -51.5% | +16.1% | -67.6% | -54.1% |
| YTD | +20.0% | +25.5% | -5.5% | +10.3% |
| 1Y | +44.5% | +34.1% | +10.3% | +30.1% |
| 3Y | +539.0% | +45.1% | +494.0% | +451.6% |
| 5Y | +356.8% | +100.9% | +255.9% | +250.2% |
| 10Y | +1,190.4% | +199.4% | +991.0% | +759.7% |
| All | +116.6% | +2,675.9% | -2,559.2% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling