-2.7%
LQD vs FITB
+24.3%
-27.0%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -1.3% | -5.7% | +4.4% | -1.0% |
| 3M | -3.2% | +3.2% | -6.4% | -3.4% |
| 6M | -2.1% | +23.4% | -25.5% | -3.0% |
| YTD | -2.4% | +18.8% | -21.1% | -3.3% |
| 1Y | -2.7% | +25.0% | -27.6% | -4.0% |
| All | -2.7% | +24.3% | -27.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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