+26.0%
LQD vs FIVE
+535.9%
-509.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +1.7% | +17.4% | -15.7% | +1.0% |
| 3M | -0.7% | +7.0% | -7.7% | -1.1% |
| 6M | -2.2% | +20.5% | -22.7% | -3.3% |
| YTD | -1.9% | +33.1% | -35.0% | -3.5% |
| 1Y | -2.0% | +67.1% | -69.1% | -4.6% |
| 3Y | +16.5% | +41.9% | -25.4% | +13.1% |
| 5Y | -4.2% | +21.1% | -25.3% | -7.2% |
| 10Y | +26.0% | +518.8% | -492.8% | +13.0% |
| All | +26.0% | +535.9% | -509.9% | +13.0% |
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