+24.8%
LQD vs FIX
+3,723.8%
-3,699.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +0.2% | -13.9% | +14.1% | +0.5% |
| 30D | +1.4% | -35.5% | +37.0% | +2.6% |
| 3M | -1.1% | -33.9% | +32.8% | -0.2% |
| 6M | -2.9% | -43.3% | +40.4% | -1.7% |
| YTD | -2.3% | +18.7% | -21.0% | -3.4% |
| 1Y | -2.1% | +13.8% | -15.9% | -3.1% |
| 3Y | +15.9% | +495.0% | -479.0% | +7.3% |
| 5Y | -4.9% | +1,049.0% | -1,054.0% | -14.3% |
| 10Y | +24.8% | +3,644.4% | -3,619.6% | +9.4% |
| All | +24.8% | +3,723.8% | -3,699.0% | +9.4% |
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