-1.9%
LQD vs CIEN
+49.1%
-51.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.3% | +10.0% | +0.9% |
| 7D | +0.4% | -25.0% | +25.5% | +0.7% |
| 30D | +2.6% | -30.1% | +32.8% | +3.0% |
| 3M | -1.7% | -33.8% | +32.1% | -1.4% |
| 6M | -1.9% | -49.4% | +47.5% | -1.3% |
| YTD | -2.2% | +16.4% | -18.6% | -2.7% |
| 1Y | -1.9% | +48.9% | -50.7% | -2.8% |
| All | -1.9% | +49.1% | -51.0% | -2.8% |
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