+147.9%
CIEN vs LNG
+2,720.9%
-2,573.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -15.2% | +3.4% | -18.6% | -15.5% |
| 30D | -21.5% | +14.9% | -36.3% | -22.7% |
| 3M | -40.1% | +21.4% | -61.5% | -41.4% |
| 6M | -6.6% | +17.8% | -24.4% | -8.6% |
| YTD | +37.3% | +51.3% | -14.0% | +30.6% |
| 1Y | +174.5% | +24.4% | +150.1% | +166.6% |
| 3Y | +562.3% | +79.7% | +482.6% | +516.6% |
| 5Y | +463.9% | +241.3% | +222.6% | +385.9% |
| 10Y | +1,302.4% | +603.1% | +699.2% | +1,002.1% |
| All | +147.9% | +2,720.9% | -2,573.1% | -9.1% |
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