+431.2%
CIEN vs LTH
+180.7%
+250.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.7% | -5.1% |
| 7D | +15.3% | -1.3% | +16.5% | +15.6% |
| 30D | -22.0% | +15.7% | -37.6% | -25.0% |
| 3M | -36.6% | +5.0% | -41.6% | -37.8% |
| 6M | -51.5% | +37.7% | -89.1% | -55.9% |
| YTD | +20.0% | +75.0% | -55.1% | +1.3% |
| 1Y | +44.5% | +82.6% | -38.2% | +20.5% |
| 3Y | +539.0% | +241.3% | +297.7% | +357.5% |
| 5Y | +356.8% | +135.4% | +221.4% | +220.9% |
| All | +431.2% | +180.7% | +250.5% | +265.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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