+116.6%
CIEN vs LNG
+2,889.5%
-2,772.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.3% | -4.5% |
| 7D | +15.3% | +11.3% | +3.9% | +14.0% |
| 30D | -22.0% | +10.6% | -32.6% | -22.8% |
| 3M | -36.6% | +16.1% | -52.8% | -37.7% |
| 6M | -51.5% | +29.6% | -81.0% | -52.9% |
| YTD | +20.0% | +60.3% | -40.4% | +13.4% |
| 1Y | +44.5% | +46.1% | -1.7% | +37.9% |
| 3Y | +539.0% | +85.9% | +453.1% | +493.1% |
| 5Y | +356.8% | +210.8% | +146.0% | +297.9% |
| 10Y | +1,190.4% | +808.8% | +381.6% | +888.7% |
| All | +116.6% | +2,889.5% | -2,772.8% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling