+1,402.3%
LITE vs CIEN
+1,137.4%
+265.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +1.5% |
| 7D | -35.9% | -24.1% | -11.8% | -19.8% |
| 30D | -51.5% | -45.5% | -6.0% | -21.9% |
| 3M | -35.7% | -39.7% | +4.0% | -4.6% |
| 6M | -43.0% | -57.8% | +14.8% | +10.6% |
| YTD | +46.1% | +4.1% | +42.1% | +47.2% |
| 1Y | +124.7% | +20.8% | +103.9% | +106.3% |
| 3Y | +1,172.1% | +463.1% | +708.9% | +319.8% |
| 5Y | +477.0% | +302.3% | +174.7% | +126.6% |
| All | +1,402.3% | +1,137.4% | +265.0% | +168.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling