-6.0%
LQD vs FHN
+88.4%
-94.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | -1.1% | -1.2% | +0.1% | -1.1% |
| 30D | -1.3% | -4.8% | +3.5% | -1.2% |
| 3M | -3.2% | -0.7% | -2.5% | -3.2% |
| 6M | -2.1% | +10.6% | -12.7% | -2.3% |
| YTD | -2.4% | +4.6% | -7.0% | -2.5% |
| 1Y | -2.7% | +11.4% | -14.0% | -2.9% |
| 3Y | +14.2% | +132.3% | -118.1% | +12.4% |
| All | -6.0% | +88.4% | -94.5% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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