-1.9%
LQD vs FIX
+14.3%
-16.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.1% | +15.8% | +0.9% |
| 7D | +0.4% | -18.9% | +19.3% | +0.7% |
| 30D | +2.6% | -36.3% | +38.9% | +3.3% |
| 3M | -1.7% | -38.5% | +36.8% | -1.0% |
| 6M | -1.9% | -42.3% | +40.3% | -1.2% |
| YTD | -2.2% | +17.1% | -19.3% | -3.4% |
| 1Y | -1.9% | +14.4% | -16.3% | -3.0% |
| All | -1.9% | +14.3% | -16.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling