+23.3%
LQD vs FAST
+506.2%
-482.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | 0.0% | +1.8% | -1.8% | -0.1% |
| 30D | -0.2% | -6.4% | +6.2% | +0.1% |
| 3M | -1.7% | +5.3% | -7.0% | -2.0% |
| 6M | -2.7% | +5.4% | -8.1% | -3.0% |
| YTD | -1.4% | +23.6% | -25.0% | -2.6% |
| 1Y | -1.0% | +4.1% | -5.1% | -1.4% |
| 3Y | +15.1% | +92.4% | -77.3% | +10.7% |
| 5Y | -5.2% | +106.1% | -111.3% | -9.3% |
| 10Y | +23.3% | +524.1% | -500.8% | +19.4% |
| All | +23.3% | +506.2% | -482.8% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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