+39.4%
LQD vs FIVN
+282.0%
-242.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.1% |
| 7D | 0.0% | -9.6% | +9.5% | +0.2% |
| 30D | -0.2% | -11.9% | +11.7% | +0.1% |
| 3M | -1.7% | +40.1% | -41.8% | -2.6% |
| 6M | -2.7% | +68.3% | -71.0% | -4.2% |
| YTD | -1.4% | +51.5% | -52.9% | -2.8% |
| 1Y | -1.0% | +15.1% | -16.1% | -1.8% |
| 3Y | +15.1% | -55.6% | +70.6% | +16.2% |
| 5Y | -5.2% | -82.4% | +77.3% | -3.3% |
| 10Y | +23.3% | +114.5% | -91.2% | +24.4% |
| All | +39.4% | +282.0% | -242.6% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling