+901.5%
LITE vs CIEN
+465.8%
+435.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.1% |
| 7D | -1.5% | -15.2% | +13.6% | +11.9% |
| 30D | +6.7% | -21.5% | +28.1% | +29.6% |
| 3M | -6.8% | -40.1% | +33.3% | +42.1% |
| 6M | +29.4% | -6.6% | +36.0% | +36.6% |
| YTD | +139.1% | +37.3% | +101.8% | +86.3% |
| 1Y | +521.0% | +174.5% | +346.4% | +197.6% |
| 3Y | +1,535.3% | +562.3% | +973.0% | +318.2% |
| All | +901.5% | +465.8% | +435.7% | +171.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling