+14.2%
LQD vs FIVN
-55.8%
+70.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -1.1% | -11.3% | +10.2% | -0.9% |
| 30D | -1.1% | -7.3% | +6.2% | -1.0% |
| 3M | -2.3% | +41.7% | -44.0% | -3.1% |
| 6M | -2.9% | +78.3% | -81.1% | -4.3% |
| YTD | -2.3% | +50.9% | -53.2% | -3.4% |
| 1Y | -2.2% | +19.7% | -21.8% | -2.8% |
| All | +14.2% | -55.8% | +70.1% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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