+1,431.9%
CIEN vs LOW
+233.1%
+1,198.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | +5.4% | -2.6% | +8.0% | +6.5% |
| 30D | -13.7% | -11.1% | -2.5% | -9.8% |
| 3M | -23.0% | -8.5% | -14.5% | -21.3% |
| 6M | -0.8% | -20.8% | +20.0% | +7.5% |
| YTD | +43.1% | -17.2% | +60.3% | +51.0% |
| 1Y | +157.6% | -24.7% | +182.4% | +182.4% |
| 3Y | +593.8% | -9.7% | +603.6% | +592.5% |
| 5Y | +520.6% | +6.0% | +514.6% | +467.9% |
| All | +1,431.9% | +233.1% | +1,198.8% | +779.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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