+22.2%
LQD vs FDX
+182.3%
-160.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -1.1% | -3.9% | +2.8% | -0.9% |
| 30D | -1.1% | -3.3% | +2.2% | -1.0% |
| 3M | -2.3% | -2.0% | -0.4% | -2.3% |
| 6M | -2.9% | +8.0% | -10.9% | -3.2% |
| YTD | -2.3% | +35.0% | -37.3% | -3.4% |
| 1Y | -2.2% | +73.7% | -75.9% | -4.1% |
| 3Y | +14.0% | +61.6% | -47.6% | +11.6% |
| 5Y | -5.8% | +65.4% | -71.1% | -8.5% |
| All | +22.2% | +182.3% | -160.1% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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