+189.0%
LQD vs FAST
+3,620.5%
-3,431.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.8% | +0.1% |
| 7D | +0.9% | +3.8% | -2.9% | +0.9% |
| 30D | +2.2% | +8.1% | -5.9% | +2.1% |
| 3M | -0.9% | +5.8% | -6.7% | -1.0% |
| 6M | -2.2% | +24.9% | -27.1% | -2.5% |
| YTD | -1.6% | +38.9% | -40.5% | -2.0% |
| 1Y | -1.3% | +36.5% | -37.8% | -1.7% |
| 3Y | +17.4% | +98.1% | -80.7% | +16.5% |
| 5Y | -5.2% | +109.3% | -114.5% | -6.1% |
| 10Y | +25.7% | +547.9% | -522.2% | +25.2% |
| All | +189.0% | +3,620.5% | -3,431.5% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling