-4.9%
LQD vs FE
+48.8%
-53.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.2% | -0.5% | +0.7% | +0.2% |
| 30D | +1.4% | +4.3% | -2.9% | +0.9% |
| 3M | -1.1% | +0.4% | -1.5% | -1.2% |
| 6M | -2.9% | +6.9% | -9.9% | -3.9% |
| YTD | -2.3% | +8.0% | -10.4% | -3.6% |
| 1Y | -2.1% | +4.8% | -6.9% | -2.9% |
| 3Y | +15.9% | +49.0% | -33.0% | +8.4% |
| 5Y | -4.9% | +46.2% | -51.1% | -9.8% |
| All | -4.9% | +48.8% | -53.8% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling