+22.2%
LQD vs FFIV
+238.2%
-216.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -1.1% | +1.6% | -2.7% | -1.2% |
| 30D | -1.1% | -3.7% | +2.6% | -1.0% |
| 3M | -2.3% | +2.0% | -4.3% | -2.5% |
| 6M | -2.9% | +39.3% | -42.2% | -4.7% |
| YTD | -2.3% | +56.1% | -58.4% | -4.8% |
| 1Y | -2.2% | +22.0% | -24.2% | -3.5% |
| 3Y | +14.0% | +148.2% | -134.2% | +7.5% |
| 5Y | -5.8% | +96.3% | -102.1% | -10.7% |
| All | +22.2% | +238.2% | -216.0% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling