+1,763.3%
CIEN vs LYB
+633.9%
+1,129.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -4.6% | -3.1% | -1.5% | -3.3% |
| 30D | -12.8% | +4.0% | -16.9% | -14.3% |
| 3M | -23.1% | +2.4% | -25.5% | -24.7% |
| 6M | +6.1% | -1.4% | +7.5% | +3.1% |
| YTD | +44.5% | +53.9% | -9.4% | +13.6% |
| 1Y | +176.6% | +26.1% | +150.5% | +134.6% |
| 3Y | +601.0% | -21.0% | +622.0% | +613.5% |
| 5Y | +509.1% | -0.7% | +509.9% | +446.7% |
| 10Y | +1,460.5% | +49.3% | +1,411.2% | +881.7% |
| All | +1,763.3% | +633.9% | +1,129.3% | +293.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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