+304.6%
CIEN vs LTH
+142.9%
+161.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.8% |
| 7D | -24.1% | +4.5% | -28.6% | -25.0% |
| 30D | -45.5% | +16.3% | -61.8% | -47.7% |
| 3M | -39.7% | +8.4% | -48.1% | -41.2% |
| 6M | -57.8% | +40.3% | -98.1% | -61.8% |
| YTD | +4.1% | +77.3% | -73.2% | -12.4% |
| 1Y | +20.8% | +88.0% | -67.1% | -0.1% |
| 3Y | +463.1% | +274.3% | +188.9% | +293.2% |
| All | +304.6% | +142.9% | +161.7% | +183.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling