+232.7%
LITE vs CIEN
+49.1%
+183.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -9.3% | +1.4% | +0.8% |
| 7D | -31.4% | -25.0% | -6.4% | -9.8% |
| 30D | -42.6% | -30.1% | -12.4% | -20.1% |
| 3M | -26.2% | -33.8% | +7.6% | +7.4% |
| 6M | -35.8% | -49.4% | +13.7% | +17.4% |
| YTD | +70.0% | +16.4% | +53.6% | +28.0% |
| 1Y | +232.7% | +48.9% | +183.9% | +70.5% |
| All | +232.7% | +49.1% | +183.6% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 1y: compounded portfolio wealth divided by compounded CIEN 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…
1y analysis · Full analysis span regression · 6 months rolling