-0.8%
LQD vs FIX
+130.3%
-131.2%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.6% |
| 3M | -1.2% | -10.9% | +9.7% | -1.1% |
| 6M | -1.9% | +29.0% | -30.9% | -2.8% |
| YTD | -1.3% | +76.9% | -78.1% | -2.6% |
| All | -0.8% | +130.3% | -131.2% | -2.7% |
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