+22.2%
LQD vs FANG
+182.5%
-160.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | +2.9% | -4.0% | -1.1% |
| 30D | -1.3% | +2.6% | -3.9% | -1.3% |
| 3M | -3.2% | +7.6% | -10.8% | -3.3% |
| 6M | -2.1% | +17.3% | -19.4% | -2.4% |
| YTD | -2.4% | +38.7% | -41.0% | -2.9% |
| 1Y | -2.7% | +51.6% | -54.3% | -3.3% |
| 3Y | +14.2% | +50.0% | -35.8% | +13.2% |
| 5Y | -5.8% | +237.6% | -243.4% | -8.2% |
| All | +22.2% | +182.5% | -160.3% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling