+1,172.1%
LITE vs CIEN
+454.9%
+717.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +0.8% |
| 7D | -35.9% | -24.1% | -11.8% | -17.1% |
| 30D | -51.5% | -45.5% | -6.0% | -16.0% |
| 3M | -35.7% | -39.7% | +4.0% | +0.7% |
| 6M | -43.0% | -57.8% | +14.8% | +21.1% |
| YTD | +46.1% | +4.1% | +42.1% | +39.1% |
| 1Y | +124.7% | +20.8% | +103.9% | +89.8% |
| 3Y | +1,172.1% | +463.1% | +708.9% | +192.2% |
| All | +1,172.1% | +454.9% | +717.1% | +192.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling