+15.9%
LQD vs F
+50.7%
-34.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.7% |
| 7D | +0.2% | +1.0% | -0.8% | +0.1% |
| 30D | +1.4% | +2.1% | -0.7% | +1.3% |
| 3M | -1.1% | -10.3% | +9.1% | -0.7% |
| 6M | -2.9% | +3.3% | -6.2% | -3.3% |
| YTD | -2.3% | -2.0% | -0.4% | -2.6% |
| 1Y | -2.1% | -2.3% | +0.2% | -2.3% |
| 3Y | +15.9% | +49.9% | -33.9% | +10.2% |
| All | +15.9% | +50.7% | -34.7% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling