+29.0%
CIEN vs LTH
+83.5%
-54.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.5% | +11.1% | +10.7% |
| 7D | -5.3% | +7.0% | -12.3% | -5.5% |
| 30D | -40.1% | +15.4% | -55.6% | -40.4% |
| 3M | -34.7% | +7.0% | -41.7% | -34.7% |
| 6M | -50.9% | +46.9% | -97.7% | -53.4% |
| YTD | +15.2% | +76.4% | -61.2% | +6.4% |
| All | +29.0% | +83.5% | -54.4% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling