-2.7%
LQD vs F
+3.1%
-5.8%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -0.8% |
| All | -2.7% | +3.1% | -5.8% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling