+15.3%
LQD vs FDX
+59.1%
-43.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | 0.0% | -2.3% | +2.3% | 0.0% |
| 30D | -0.2% | -4.9% | +4.7% | 0.0% |
| 3M | -1.7% | -6.5% | +4.8% | -1.5% |
| 6M | -2.7% | +6.7% | -9.3% | -3.0% |
| YTD | -1.4% | +33.9% | -35.3% | -2.5% |
| 1Y | -1.0% | +72.2% | -73.2% | -2.9% |
| All | +15.3% | +59.1% | -43.8% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling