+507.8%
CIEN vs LTH
+160.9%
+346.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -15.2% | -0.6% | -14.5% | -15.1% |
| 30D | -21.5% | -4.6% | -16.9% | -20.6% |
| 3M | -40.1% | +32.8% | -72.9% | -44.8% |
| 6M | -6.6% | +64.6% | -71.2% | -19.0% |
| YTD | +37.3% | +62.6% | -25.4% | +18.6% |
| 1Y | +174.5% | +49.9% | +124.6% | +141.6% |
| 3Y | +562.3% | +151.3% | +410.9% | +410.6% |
| All | +507.8% | +160.9% | +346.9% | +327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling