+189.9%
LQD vs FITB
+73.2%
+116.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | -0.8% | -4.7% | +4.0% | -0.7% |
| 3M | -1.9% | +6.7% | -8.6% | -2.0% |
| 6M | -2.7% | +12.6% | -15.2% | -2.9% |
| YTD | -1.3% | +19.1% | -20.4% | -1.6% |
| 1Y | 0.0% | +22.6% | -22.7% | -0.4% |
| 3Y | +14.9% | +127.1% | -112.2% | +13.3% |
| 5Y | -4.6% | +71.8% | -76.4% | -5.7% |
| 10Y | +22.0% | +287.2% | -265.2% | +18.4% |
| All | +189.9% | +73.2% | +116.7% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling