+84.3%
LQD vs FTNT
+9,148.2%
-9,063.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | 0.0% | +1.7% | -1.8% | -0.1% |
| 30D | -0.2% | -4.3% | +4.1% | -0.1% |
| 3M | -1.7% | +13.6% | -15.3% | -2.0% |
| 6M | -2.7% | +87.6% | -90.3% | -3.9% |
| YTD | -1.4% | +98.0% | -99.4% | -2.8% |
| 1Y | -1.0% | +96.9% | -97.9% | -2.4% |
| 3Y | +15.1% | +145.4% | -130.3% | +12.6% |
| 5Y | -5.2% | +153.0% | -158.2% | -7.7% |
| 10Y | +23.3% | +2,098.3% | -2,074.9% | +18.6% |
| All | +84.3% | +9,148.2% | -9,063.9% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling