-5.8%
LQD vs FIS
-65.9%
+60.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | -1.1% | -8.9% | +7.8% | -0.7% |
| 30D | -1.1% | -9.9% | +8.8% | -0.7% |
| 3M | -2.3% | 0.0% | -2.3% | -2.4% |
| 6M | -2.9% | -22.9% | +20.0% | -1.9% |
| YTD | -2.3% | -40.9% | +38.6% | 0.0% |
| 1Y | -2.2% | -40.4% | +38.3% | +0.1% |
| 3Y | +14.0% | -25.4% | +39.4% | +15.0% |
| 5Y | -5.8% | -64.8% | +59.1% | -2.6% |
| All | -5.8% | -65.9% | +60.1% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling