+140.8%
LLY vs CIEN
+538.9%
-398.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.8% | +1.5% |
| 7D | +6.7% | +15.3% | -8.5% | +6.0% |
| 30D | +19.6% | -22.0% | +41.6% | +20.3% |
| 3M | +19.7% | -36.6% | +56.4% | +21.5% |
| 6M | +42.7% | -51.5% | +94.2% | +47.2% |
| YTD | +35.1% | +20.0% | +15.2% | +26.9% |
| 1Y | +42.2% | +44.5% | -2.3% | +30.4% |
| 3Y | +140.8% | +539.0% | -398.3% | +83.6% |
| All | +140.8% | +538.9% | -398.1% | +83.6% |
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 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