+539.0%
CIEN vs LVS
-9.1%
+548.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.7% | -7.3% | -5.1% |
| 7D | +15.3% | -0.8% | +16.1% | +15.4% |
| 30D | -22.0% | +10.0% | -32.0% | -23.8% |
| 3M | -36.6% | -11.0% | -25.6% | -35.0% |
| 6M | -51.5% | -20.1% | -31.3% | -49.0% |
| YTD | +20.0% | -36.3% | +56.3% | +33.6% |
| 1Y | +44.5% | -36.8% | +81.3% | +61.4% |
| 3Y | +539.0% | -9.5% | +548.6% | +474.1% |
| All | +539.0% | -9.1% | +548.1% | +474.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling