+6,679.6%
LLY vs CIEN
+156.3%
+6,523.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.4% | -0.2% |
| 7D | +1.4% | +8.7% | -7.4% | +0.7% |
| 30D | +21.5% | -26.9% | +48.4% | +23.5% |
| 3M | +18.5% | -23.6% | +42.1% | +19.5% |
| 6M | +49.1% | -49.1% | +98.2% | +53.5% |
| YTD | +34.4% | +26.6% | +7.8% | +29.3% |
| 1Y | +46.3% | +42.7% | +3.6% | +39.3% |
| 3Y | +145.5% | +570.8% | -425.4% | +107.7% |
| 5Y | +472.7% | +386.4% | +86.3% | +390.6% |
| 10Y | +2,049.9% | +1,261.7% | +788.2% | +1,601.7% |
| All | +6,679.6% | +156.3% | +6,523.2% | +4,092.2% |
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