+1,500.5%
CIEN vs LNG
+562.2%
+938.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +8.9% | -4.7% | +13.6% | +10.0% |
| 30D | -19.1% | +3.8% | -22.9% | -20.0% |
| 3M | -21.5% | +16.2% | -37.6% | -24.6% |
| 6M | +2.8% | +11.7% | -8.9% | -0.9% |
| YTD | +49.5% | +44.2% | +5.2% | +34.5% |
| 1Y | +163.8% | +18.6% | +145.2% | +149.3% |
| 3Y | +615.8% | +77.4% | +538.4% | +506.2% |
| 5Y | +548.4% | +232.3% | +316.1% | +351.3% |
| All | +1,500.5% | +562.2% | +938.3% | +806.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 10y: compounded portfolio wealth divided by compounded LNG 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…
10y analysis · Full analysis span regression · 6 months rolling