+1,146.8%
CIEN vs LVS
-10.5%
+1,157.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.7% | -7.3% | -5.2% |
| 7D | +15.3% | -0.8% | +16.1% | +15.4% |
| 30D | -22.0% | +10.0% | -32.0% | -24.3% |
| 3M | -36.6% | -11.0% | -25.6% | -35.2% |
| 6M | -51.5% | -20.1% | -31.3% | -49.2% |
| YTD | +20.0% | -36.3% | +56.3% | +32.8% |
| 1Y | +44.5% | -36.8% | +81.3% | +60.4% |
| 3Y | +539.0% | -9.5% | +548.6% | +524.6% |
| 5Y | +356.8% | +9.3% | +347.5% | +308.7% |
| All | +1,146.8% | -10.5% | +1,157.3% | +1,122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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