+22.2%
LQD vs FDS
+64.8%
-42.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -1.1% | -14.0% | +12.9% | -0.3% |
| 30D | -1.3% | -6.2% | +4.9% | -1.0% |
| 3M | -3.2% | +10.2% | -13.4% | -3.9% |
| 6M | -2.1% | +27.4% | -29.6% | -4.0% |
| YTD | -2.4% | -9.3% | +6.9% | -2.1% |
| 1Y | -2.7% | -28.6% | +26.0% | -0.8% |
| 3Y | +14.2% | -36.8% | +51.0% | +17.1% |
| 5Y | -5.8% | -28.6% | +22.8% | -4.3% |
| All | +22.2% | +64.8% | -42.7% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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