+22.2%
LQD vs F
+90.9%
-68.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.1% |
| 7D | -1.1% | -3.7% | +2.6% | -0.9% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | -2.3% | -1.9% | -0.5% | -2.3% |
| 6M | -2.9% | +16.1% | -19.0% | -3.8% |
| YTD | -2.3% | +9.5% | -11.8% | -3.0% |
| 1Y | -2.2% | +27.2% | -29.4% | -3.6% |
| 3Y | +14.0% | +36.3% | -22.3% | +11.2% |
| 5Y | -5.8% | +49.3% | -55.0% | -9.1% |
| All | +22.2% | +90.9% | -68.7% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling