+189.9%
LQD vs CIEN
+1,060.9%
-870.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -0.1% |
| 7D | +0.2% | -5.3% | +5.5% | +0.3% |
| 30D | -0.6% | -17.2% | +16.7% | -0.5% |
| 3M | -1.2% | -26.9% | +25.7% | -1.0% |
| 6M | -1.9% | +16.0% | -18.0% | -2.2% |
| YTD | -1.3% | +45.9% | -47.2% | -1.7% |
| 1Y | -1.0% | +186.8% | -187.8% | -2.0% |
| 3Y | +15.2% | +607.8% | -592.5% | +13.2% |
| 5Y | -4.4% | +506.7% | -511.1% | -6.1% |
| 10Y | +22.6% | +1,438.7% | -1,416.1% | +20.2% |
| All | +189.9% | +1,060.9% | -870.9% | +184.0% |
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