+2,898.2%
LITE vs CIEN
+808.3%
+2,089.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -15.2% | -3.5% | -7.8% |
| 7D | -44.6% | -34.0% | -10.6% | -24.5% |
| 30D | -55.0% | -48.0% | -7.1% | -27.3% |
| 3M | -38.3% | -43.5% | +5.2% | -6.3% |
| 6M | -48.8% | -57.6% | +8.9% | -5.0% |
| YTD | +38.3% | -1.3% | +39.6% | +47.1% |
| 1Y | +119.0% | +17.9% | +101.1% | +110.4% |
| 3Y | +1,092.0% | +425.8% | +666.2% | +369.8% |
| 5Y | +446.1% | +281.5% | +164.6% | +150.0% |
| 10Y | +1,381.7% | +1,099.0% | +282.7% | +295.5% |
| All | +2,898.2% | +808.3% | +2,089.9% | +659.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling