+23.3%
LQD vs FIVE
+486.0%
-462.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.6% | 0.0% |
| 7D | 0.0% | +1.7% | -1.7% | -0.1% |
| 30D | -0.2% | +5.0% | -5.2% | -0.4% |
| 3M | -1.7% | +29.5% | -31.2% | -2.9% |
| 6M | -2.7% | +12.4% | -15.1% | -3.4% |
| YTD | -1.4% | +31.2% | -32.6% | -2.9% |
| 1Y | -1.0% | +72.9% | -73.9% | -3.8% |
| 3Y | +15.1% | +53.0% | -38.0% | +11.3% |
| 5Y | -5.2% | +34.2% | -39.3% | -8.6% |
| 10Y | +23.3% | +497.6% | -474.3% | +11.4% |
| All | +23.3% | +486.0% | -462.7% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling