+22.6%
LQD vs FICO
+607.5%
-584.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.2% | -15.4% | +15.7% | +1.1% |
| 30D | -0.6% | -10.4% | +9.8% | -0.1% |
| 3M | -1.2% | -22.7% | +21.5% | -0.1% |
| 6M | -1.9% | -36.8% | +34.8% | 0.0% |
| YTD | -1.3% | -44.8% | +43.5% | +1.5% |
| 1Y | -1.0% | -39.3% | +38.3% | +0.9% |
| 3Y | +15.2% | +3.7% | +11.5% | +11.9% |
| 5Y | -4.4% | +101.7% | -106.1% | -12.2% |
| 10Y | +22.6% | +602.8% | -580.2% | +9.6% |
| All | +22.6% | +607.5% | -584.9% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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