+1,587.5%
LITE vs CIEN
+1,190.2%
+397.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.6% |
| 7D | -13.9% | -9.3% | -4.6% | -6.5% |
| 30D | -46.9% | -39.5% | -7.4% | -21.0% |
| 3M | -28.0% | -29.8% | +1.8% | -5.0% |
| 6M | -35.2% | -50.4% | +15.1% | +11.3% |
| YTD | +58.9% | +16.3% | +42.5% | +47.1% |
| 1Y | +125.3% | +30.4% | +95.0% | +94.6% |
| 3Y | +1,344.4% | +516.6% | +827.8% | +343.3% |
| 5Y | +541.2% | +349.8% | +191.4% | +131.1% |
| 10Y | +1,587.5% | +1,184.7% | +402.8% | +182.0% |
| All | +1,587.5% | +1,190.2% | +397.3% | +182.0% |
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