-2.7%
LQD vs FIGR
-3.1%
+0.5%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | 0.0% |
| 7D | -1.1% | -3.0% | +1.9% | -1.1% |
| 30D | -1.3% | +13.7% | -14.9% | -1.3% |
| 3M | -3.2% | +23.9% | -27.1% | -3.2% |
| 6M | -2.1% | -8.4% | +6.3% | -2.2% |
| YTD | -2.4% | -14.6% | +12.3% | -2.4% |
| 1Y | -2.7% | +12.1% | -14.8% | -2.7% |
| All | -2.7% | -3.1% | +0.5% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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