-5.0%
LQD vs FIVE
+39.4%
-44.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.2% | +3.7% | -3.4% | +0.1% |
| 30D | -0.6% | +4.0% | -4.6% | -0.8% |
| 3M | -1.2% | +36.2% | -37.4% | -2.4% |
| 6M | -1.9% | +18.0% | -20.0% | -2.7% |
| YTD | -1.3% | +34.9% | -36.2% | -2.6% |
| 1Y | -1.0% | +67.9% | -68.9% | -3.2% |
| 3Y | +15.2% | +57.3% | -42.1% | +12.5% |
| All | -5.0% | +39.4% | -44.5% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling