+163.5%
CIEN vs LMT
+2,396.9%
-2,233.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.3% | +5.7% |
| 7D | -5.3% | -1.5% | -3.8% | -4.8% |
| 30D | -17.2% | -8.2% | -9.0% | -15.3% |
| 3M | -26.9% | +3.7% | -30.6% | -28.2% |
| 6M | +16.0% | -19.2% | +35.2% | +22.3% |
| YTD | +45.9% | +12.9% | +33.1% | +38.8% |
| 1Y | +186.8% | +19.8% | +167.0% | +167.6% |
| 3Y | +607.8% | +37.3% | +570.5% | +520.8% |
| 5Y | +506.7% | +74.4% | +432.4% | +384.5% |
| 10Y | +1,438.7% | +188.9% | +1,249.8% | +937.6% |
| All | +163.5% | +2,396.9% | -2,233.4% | +13.4% |
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