+361.3%
LRCX vs CIEN
+593.4%
-232.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.1% |
| 7D | +1.8% | +5.4% | -3.6% | -0.8% |
| 30D | -4.3% | -13.7% | +9.4% | +2.1% |
| 3M | -7.3% | -23.0% | +15.7% | +5.5% |
| 6M | +38.6% | -0.8% | +39.4% | +37.8% |
| YTD | +74.4% | +43.1% | +31.4% | +44.7% |
| 1Y | +179.1% | +157.6% | +21.5% | +78.1% |
| All | +361.3% | +593.4% | -232.1% | +65.3% |
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