+22.2%
LQD vs FIS
-39.8%
+61.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.1% | -7.9% | +6.8% | -0.7% |
| 30D | -1.3% | -8.0% | +6.7% | -0.9% |
| 3M | -3.2% | +0.6% | -3.8% | -3.4% |
| 6M | -2.1% | -22.2% | +20.1% | -0.9% |
| YTD | -2.4% | -40.8% | +38.4% | +0.5% |
| 1Y | -2.7% | -41.5% | +38.9% | +0.2% |
| 3Y | +14.2% | -25.5% | +39.7% | +15.3% |
| 5Y | -5.8% | -64.8% | +59.0% | -0.9% |
| All | +22.2% | -39.8% | +61.9% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded FIS 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling