+527.0%
CIEN vs LNG
+227.0%
+300.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -4.6% | -6.7% | +2.2% | -3.6% |
| 30D | -12.8% | +3.9% | -16.7% | -13.5% |
| 3M | -23.1% | +15.5% | -38.6% | -25.3% |
| 6M | +6.1% | +10.5% | -4.4% | +3.3% |
| YTD | +44.5% | +43.0% | +1.6% | +33.1% |
| 1Y | +176.6% | +18.9% | +157.7% | +165.1% |
| 3Y | +601.0% | +74.7% | +526.3% | +523.3% |
| All | +527.0% | +227.0% | +300.0% | +423.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling