+1,647.5%
CIEN vs LVS
+67.7%
+1,579.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.6% |
| 7D | -5.3% | +0.3% | -5.6% | -5.4% |
| 30D | -17.2% | -3.9% | -13.3% | -16.5% |
| 3M | -26.9% | -12.9% | -14.0% | -24.6% |
| 6M | +16.0% | -16.9% | +33.0% | +20.8% |
| YTD | +45.9% | -31.2% | +77.2% | +59.1% |
| 1Y | +186.8% | -16.4% | +203.2% | +196.0% |
| 3Y | +607.8% | -4.4% | +612.2% | +590.8% |
| 5Y | +506.7% | +6.7% | +500.1% | +450.8% |
| 10Y | +1,438.7% | +1.4% | +1,437.3% | +1,222.5% |
| All | +1,647.5% | +67.7% | +1,579.8% | +923.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling