+186.8%
LQD vs FICO
+3,094.6%
-2,907.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -0.8% |
| 7D | +0.2% | +0.9% | -0.7% | +0.1% |
| 30D | +1.4% | +9.4% | -8.0% | +1.2% |
| 3M | -1.1% | -30.4% | +29.3% | -0.5% |
| 6M | -2.9% | -35.1% | +32.2% | -2.2% |
| YTD | -2.3% | -56.8% | +54.4% | -0.7% |
| 1Y | -2.1% | -58.4% | +56.3% | -0.4% |
| 3Y | +15.9% | -26.7% | +42.6% | +15.8% |
| 5Y | -4.9% | +88.0% | -92.9% | -7.3% |
| 10Y | +24.8% | +545.7% | -520.9% | +21.2% |
| All | +186.8% | +3,094.6% | -2,907.8% | +179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling