+87.9%
CIEN vs LSCC
+755.1%
-667.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.1% | -1.7% | +2.1% |
| 7D | -24.1% | +13.0% | -37.1% | -28.3% |
| 30D | -45.5% | -19.8% | -25.7% | -39.2% |
| 3M | -39.7% | -18.4% | -21.3% | -33.0% |
| 6M | -57.8% | -16.1% | -41.7% | -53.9% |
| YTD | +4.1% | +42.7% | -38.7% | -11.3% |
| 1Y | +20.8% | +68.0% | -47.2% | -4.5% |
| 3Y | +463.1% | +85.8% | +377.3% | +281.7% |
| 5Y | +302.3% | +28.0% | +274.3% | +193.1% |
| 10Y | +1,164.4% | +1,255.1% | -90.7% | +135.7% |
| All | +87.9% | +755.1% | -667.2% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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