-4.4%
LQD vs F
+47.2%
-51.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.2% |
| 7D | +0.2% | +1.2% | -0.9% | +0.2% |
| 30D | -0.6% | +1.2% | -1.8% | -0.7% |
| 3M | -1.2% | -5.7% | +4.4% | -1.0% |
| 6M | -1.9% | +17.9% | -19.9% | -3.1% |
| YTD | -1.3% | +10.4% | -11.7% | -2.1% |
| 1Y | -1.0% | +25.3% | -26.4% | -2.7% |
| 3Y | +15.2% | +37.5% | -22.2% | +11.7% |
| 5Y | -4.4% | +46.5% | -50.9% | -5.1% |
| All | -4.4% | +47.2% | -51.6% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling