+23.4%
LQD vs FICO
+512.2%
-488.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.2% | -0.9% | +1.2% | +0.3% |
| 30D | +2.4% | +3.3% | -1.0% | +2.1% |
| 3M | -0.9% | -31.7% | +30.8% | +0.6% |
| 6M | -2.3% | -34.0% | +31.6% | -1.0% |
| YTD | -1.7% | -58.3% | +56.6% | +2.1% |
| 1Y | -1.6% | -57.9% | +56.3% | +2.1% |
| 3Y | +17.6% | -24.1% | +41.7% | +15.8% |
| 5Y | -5.3% | +85.3% | -90.6% | -13.0% |
| All | +23.4% | +512.2% | -488.8% | +11.2% |
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