+187.9%
LQD vs F
+122.1%
+65.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.7% |
| 7D | +0.2% | +1.0% | -0.8% | +0.1% |
| 30D | +1.8% | +2.1% | -0.3% | +1.8% |
| 3M | -0.7% | -10.3% | +9.5% | -0.5% |
| 6M | -2.6% | +3.3% | -5.8% | -2.7% |
| YTD | -2.0% | -2.0% | 0.0% | -2.0% |
| 1Y | -1.7% | -2.3% | +0.5% | -1.8% |
| 3Y | +16.4% | +49.9% | -33.5% | +15.1% |
| 5Y | -4.6% | -12.5% | +7.9% | -5.1% |
| 10Y | +25.3% | +74.3% | -48.9% | +22.5% |
| All | +187.9% | +122.1% | +65.8% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling