+189.5%
LQD vs FISV
+480.0%
-290.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.2% | -0.1% |
| 7D | 0.0% | -6.4% | +6.4% | +0.1% |
| 30D | -0.2% | -6.8% | +6.6% | -0.1% |
| 3M | -1.7% | -10.0% | +8.3% | -1.5% |
| 6M | -2.7% | -20.6% | +17.9% | -2.3% |
| YTD | -1.4% | -27.6% | +26.1% | -0.8% |
| 1Y | -1.0% | -64.3% | +63.3% | +0.9% |
| 3Y | +15.1% | -60.0% | +75.0% | +16.6% |
| 5Y | -5.2% | -57.7% | +52.5% | -4.3% |
| 10Y | +23.3% | -3.0% | +26.3% | +24.4% |
| All | +189.5% | +480.0% | -290.6% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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