+1,545.2%
LLY vs CIEN
+1,400.2%
+145.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.3% | -8.5% | -2.9% |
| 7D | -3.1% | -5.3% | +2.2% | -2.7% |
| 30D | -5.1% | -17.2% | +12.2% | -3.6% |
| 3M | -2.1% | -26.9% | +24.8% | +0.3% |
| 6M | +13.8% | +16.0% | -2.2% | +8.8% |
| YTD | +5.1% | +45.9% | -40.8% | -3.2% |
| 1Y | +53.1% | +186.8% | -133.7% | +28.0% |
| 3Y | +95.6% | +607.8% | -512.1% | +38.8% |
| 5Y | +361.5% | +506.7% | -145.2% | +228.1% |
| 10Y | +1,545.2% | +1,438.7% | +106.4% | +931.6% |
| All | +1,545.2% | +1,400.2% | +145.0% | +931.6% |
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