+23.3%
LQD vs FE
+110.4%
-87.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | 0.0% | -0.2% | +0.1% | 0.0% |
| 30D | -0.2% | -1.2% | +1.0% | -0.1% |
| 3M | -1.7% | +1.7% | -3.3% | -1.8% |
| 6M | -2.7% | -7.5% | +4.8% | -2.2% |
| YTD | -1.4% | +6.3% | -7.7% | -2.0% |
| 1Y | -1.0% | +10.9% | -11.9% | -1.9% |
| 3Y | +15.1% | +46.9% | -31.9% | +11.4% |
| 5Y | -5.2% | +47.6% | -52.8% | -8.3% |
| 10Y | +23.3% | +114.5% | -91.2% | +17.2% |
| All | +23.3% | +110.4% | -87.0% | +17.2% |
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