-6.0%
LQD vs FTNT
+151.3%
-157.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | 0.0% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -1.3% | -3.0% | +1.7% | -1.2% |
| 3M | -3.2% | +7.6% | -10.8% | -3.5% |
| 6M | -2.1% | +87.0% | -89.1% | -4.5% |
| YTD | -2.4% | +96.5% | -98.9% | -5.0% |
| 1Y | -2.7% | +92.9% | -95.6% | -5.3% |
| 3Y | +14.2% | +139.8% | -125.7% | +9.3% |
| All | -6.0% | +151.3% | -157.3% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 5y: compounded portfolio wealth divided by compounded FTNT 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…
5y analysis · Full analysis span regression · 6 months rolling