+189.9%
LQD vs FDX
+905.6%
-715.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | 0.0% |
| 7D | +0.2% | -3.3% | +3.6% | +0.3% |
| 30D | -0.6% | -1.4% | +0.8% | -0.6% |
| 3M | -1.2% | -4.5% | +3.3% | -1.2% |
| 6M | -1.9% | +9.4% | -11.3% | -2.1% |
| YTD | -1.3% | +36.0% | -37.3% | -1.7% |
| 1Y | -1.0% | +75.5% | -76.5% | -1.8% |
| 3Y | +15.2% | +62.8% | -47.6% | +14.3% |
| 5Y | -4.4% | +64.4% | -68.8% | -5.5% |
| 10Y | +22.6% | +175.5% | -152.9% | +20.8% |
| All | +189.9% | +905.6% | -715.7% | +193.8% |
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