-1.0%
LQD vs F
+20.6%
-21.6%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.8% | 0.0% |
| 7D | 0.0% | -4.9% | +4.8% | +0.1% |
| 30D | -0.2% | -2.9% | +2.7% | -0.1% |
| 3M | -1.7% | -9.1% | +7.4% | -1.4% |
| 6M | -2.7% | +12.9% | -15.6% | -3.3% |
| YTD | -1.4% | +6.1% | -7.5% | -1.9% |
| 1Y | -1.0% | +22.5% | -23.5% | -1.8% |
| All | -1.0% | +20.6% | -21.6% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling