-1.4%
LQD vs FFIV
+28.8%
-30.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.6% | +0.2% |
| 7D | +0.4% | -14.2% | +14.7% | +0.6% |
| 30D | +2.5% | -33.6% | +36.1% | +3.1% |
| 3M | -1.5% | -24.2% | +22.7% | -1.2% |
| 6M | -2.1% | -8.3% | +6.1% | -2.1% |
| YTD | -2.0% | +22.1% | -24.2% | -2.7% |
| 1Y | -1.4% | +26.5% | -27.9% | -2.2% |
| All | -1.4% | +28.8% | -30.2% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling