+188.1%
LQD vs FFIV
+5,278.3%
-5,090.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | -0.5% | -2.9% | +2.4% | -0.5% |
| 30D | +1.7% | -32.4% | +34.2% | +2.1% |
| 3M | -0.7% | -22.7% | +22.0% | -0.5% |
| 6M | -2.2% | -10.7% | +8.4% | -2.2% |
| YTD | -1.9% | +25.4% | -27.3% | -2.2% |
| 1Y | -2.0% | +34.2% | -36.2% | -2.4% |
| 3Y | +16.5% | +101.2% | -84.7% | +15.4% |
| 5Y | -4.2% | +42.0% | -46.2% | -4.9% |
| 10Y | +26.0% | +126.7% | -100.8% | +24.6% |
| All | +188.1% | +5,278.3% | -5,090.2% | +193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling