+129.4%
LITE vs CIEN
+30.2%
+99.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +10.7% | 0.0% | +0.8% |
| 7D | -12.9% | -5.3% | -7.6% | -8.1% |
| 30D | -46.0% | -40.1% | -5.9% | -12.7% |
| 3M | -33.0% | -34.7% | +1.7% | -1.3% |
| 6M | -34.0% | -50.9% | +16.8% | +23.8% |
| YTD | +61.7% | +15.2% | +46.6% | +30.7% |
| All | +129.4% | +30.2% | +99.2% | +62.1% |
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 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