+15.9%
LQD vs FIVE
+43.8%
-27.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.2% | +7.3% | -7.2% | 0.0% |
| 30D | +1.4% | +18.1% | -16.6% | +1.0% |
| 3M | -1.1% | +7.7% | -8.8% | -1.4% |
| 6M | -2.9% | +13.6% | -16.6% | -3.3% |
| YTD | -2.3% | +34.6% | -36.9% | -3.1% |
| 1Y | -2.1% | +66.2% | -68.4% | -3.3% |
| All | +15.9% | +43.8% | -27.9% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling