-5.8%
LQD vs FITB
+68.4%
-74.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | -1.1% | -5.5% | +4.4% | -0.8% |
| 3M | -2.3% | +4.1% | -6.5% | -2.6% |
| 6M | -2.9% | +18.7% | -21.6% | -3.8% |
| YTD | -2.3% | +18.2% | -20.5% | -3.3% |
| 1Y | -2.2% | +23.7% | -25.8% | -3.4% |
| 3Y | +14.0% | +130.8% | -116.7% | +8.9% |
| 5Y | -5.8% | +69.8% | -75.5% | -9.5% |
| All | -5.8% | +68.4% | -74.2% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling