+6,560.0%
LLY vs CIEN
+133.2%
+6,426.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.7% | -6.4% | +3.6% |
| 7D | +0.1% | -5.3% | +5.3% | +0.3% |
| 30D | +19.7% | -40.1% | +59.8% | +23.2% |
| 3M | +19.3% | -34.7% | +53.9% | +21.5% |
| 6M | +49.3% | -50.9% | +100.2% | +54.1% |
| YTD | +32.0% | +15.2% | +16.9% | +27.8% |
| 1Y | +53.7% | +35.2% | +18.5% | +46.9% |
| 3Y | +143.7% | +522.6% | -378.8% | +107.3% |
| 5Y | +463.9% | +344.2% | +119.7% | +386.0% |
| 10Y | +2,006.3% | +1,188.7% | +817.7% | +1,573.8% |
| All | +6,560.0% | +133.2% | +6,426.8% | +4,044.2% |
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