+42.0%
LLY vs CIEN
+35.5%
+6.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.6% | +5.7% | +1.1% |
| 7D | +6.6% | +15.3% | -8.7% | +6.7% |
| 30D | +19.4% | -22.0% | +41.4% | +18.6% |
| 3M | +19.6% | -36.6% | +56.2% | +18.8% |
| 6M | +42.6% | -51.5% | +94.0% | +43.2% |
| YTD | +35.0% | +20.0% | +15.0% | +30.7% |
| 1Y | +42.0% | +44.5% | -2.4% | +36.6% |
| All | +42.0% | +35.5% | +6.5% | +36.6% |
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 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