+184.9%
LQD vs FDX
+941.7%
-756.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | -1.6% | +5.2% | -6.8% | -1.7% |
| 30D | +0.5% | +11.3% | -10.7% | +0.4% |
| 3M | -2.3% | -4.1% | +1.8% | -2.3% |
| 6M | -3.1% | +9.6% | -12.7% | -3.2% |
| YTD | -3.0% | +40.9% | -43.9% | -3.5% |
| 1Y | -2.6% | +53.0% | -55.6% | -3.2% |
| 3Y | +15.2% | +74.1% | -58.9% | +14.1% |
| 5Y | -5.2% | +75.1% | -80.3% | -6.3% |
| 10Y | +24.6% | +156.9% | -132.4% | +22.6% |
| All | +184.9% | +941.7% | -756.8% | +188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling