-2.6%
LQD vs FIX
+15.7%
-18.3%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.2% |
| 7D | -1.6% | +9.4% | -11.1% | -1.7% |
| 30D | +0.5% | -27.8% | +28.3% | +1.0% |
| 3M | -2.3% | -35.6% | +33.2% | -1.6% |
| 6M | -3.1% | -45.2% | +42.2% | -2.0% |
| YTD | -3.0% | +19.5% | -22.5% | -4.5% |
| 1Y | -2.6% | +24.2% | -26.8% | -4.3% |
| All | -2.6% | +15.7% | -18.3% | -4.3% |
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