+147.9%
CIEN vs LSCC
+843.7%
-695.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.2% |
| 7D | -15.2% | +1.3% | -16.5% | -15.7% |
| 30D | -21.5% | -9.7% | -11.8% | -17.4% |
| 3M | -40.1% | -23.7% | -16.4% | -32.1% |
| 6M | -6.6% | +26.5% | -33.1% | -15.7% |
| YTD | +37.3% | +57.5% | -20.3% | +10.9% |
| 1Y | +174.5% | +75.7% | +98.9% | +109.7% |
| 3Y | +562.3% | +19.5% | +542.8% | +438.6% |
| 5Y | +463.9% | +83.8% | +380.2% | +242.7% |
| 10Y | +1,302.4% | +1,772.4% | -470.0% | +117.3% |
| All | +147.9% | +843.7% | -695.8% | -67.3% |
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