+1,493.1%
LITE vs CIEN
+1,159.7%
+333.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.6% | +0.1% | -1.0% |
| 7D | +10.8% | +15.3% | -4.5% | -0.3% |
| 30D | -33.4% | -22.0% | -11.5% | -18.1% |
| 3M | -32.2% | -36.6% | +4.4% | -3.4% |
| 6M | -42.1% | -51.5% | +9.4% | +0.7% |
| YTD | +61.9% | +20.0% | +41.9% | +46.7% |
| 1Y | +163.0% | +44.5% | +118.5% | +111.0% |
| 3Y | +1,358.0% | +539.0% | +819.0% | +337.2% |
| 5Y | +549.9% | +356.8% | +193.1% | +131.8% |
| All | +1,493.1% | +1,159.7% | +333.4% | +172.1% |
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