+23.5%
LQD vs FIX
+6,053.2%
-6,029.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.1% |
| 7D | +0.2% | +6.1% | -5.8% | +0.1% |
| 30D | -0.6% | -2.7% | +2.1% | -0.5% |
| 3M | -1.2% | -10.9% | +9.7% | -1.0% |
| 6M | -1.9% | +29.0% | -30.9% | -2.9% |
| YTD | -1.3% | +76.9% | -78.1% | -3.2% |
| 1Y | -1.0% | +130.7% | -131.8% | -3.9% |
| 3Y | +15.2% | +790.7% | -775.4% | +5.9% |
| 5Y | -4.4% | +2,185.6% | -2,190.0% | -14.8% |
| All | +23.5% | +6,053.2% | -6,029.7% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling