+615.8%
CIEN vs LUMN
+385.3%
+230.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +4.2% |
| 7D | +8.9% | +2.5% | +6.4% | +8.5% |
| 30D | -19.1% | +10.3% | -29.4% | -20.3% |
| 3M | -21.5% | -18.3% | -3.2% | -19.4% |
| 6M | +2.8% | +4.4% | -1.5% | +2.2% |
| YTD | +49.5% | -10.7% | +60.1% | +50.3% |
| 1Y | +163.8% | +14.0% | +149.8% | +156.3% |
| 3Y | +615.8% | +406.6% | +209.3% | +504.1% |
| All | +615.8% | +385.3% | +230.5% | +504.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 3y: compounded portfolio wealth divided by compounded LUMN 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…
3y analysis · Full analysis span regression · 6 months rolling