+25.2%
LQD vs FE
+126.1%
-100.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -1.6% | +1.2% | -2.9% | -1.7% |
| 30D | +0.5% | +4.5% | -4.0% | +0.2% |
| 3M | -2.3% | +1.3% | -3.7% | -2.4% |
| 6M | -3.1% | +8.7% | -11.7% | -3.7% |
| YTD | -3.0% | +9.2% | -12.2% | -3.7% |
| 1Y | -2.6% | +7.0% | -9.5% | -3.1% |
| 3Y | +15.2% | +51.4% | -36.2% | +11.3% |
| 5Y | -5.2% | +47.7% | -52.9% | -8.3% |
| All | +25.2% | +126.1% | -100.9% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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