-1.9%
LQD vs FIG
-52.3%
+50.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.5% | +0.7% |
| 7D | +0.4% | -4.7% | +5.1% | +0.5% |
| 30D | +2.6% | +0.5% | +2.1% | +2.6% |
| 3M | -1.7% | -18.4% | +16.7% | -1.6% |
| 6M | -1.9% | +10.9% | -12.8% | -2.1% |
| YTD | -2.2% | -40.8% | +38.6% | -0.8% |
| 1Y | -1.9% | -51.7% | +49.8% | +0.8% |
| All | -1.9% | -52.3% | +50.4% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling