+185.6%
LQD vs FE
+388.9%
-203.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | +0.9% | +3.9% | -3.0% | +0.6% |
| 3M | -1.7% | -0.1% | -1.6% | -1.7% |
| 6M | -2.8% | +6.1% | -8.9% | -3.1% |
| YTD | -2.8% | +8.1% | -10.8% | -3.2% |
| 1Y | -2.8% | +4.4% | -7.2% | -3.1% |
| 3Y | +15.5% | +49.0% | -33.6% | +12.6% |
| 5Y | -4.9% | +46.1% | -51.1% | -7.3% |
| 10Y | +24.9% | +122.6% | -97.7% | +18.6% |
| All | +185.6% | +388.9% | -203.3% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling