+15.3%
LQD vs FIX
+765.6%
-750.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -0.4% | +6.0% | -6.4% | -0.5% |
| 30D | -0.8% | -7.2% | +6.5% | -0.6% |
| 3M | -1.9% | -15.9% | +13.9% | -1.6% |
| 6M | -2.7% | +12.7% | -15.4% | -3.2% |
| YTD | -1.3% | +72.8% | -74.1% | -2.8% |
| 1Y | 0.0% | +122.9% | -122.9% | -2.2% |
| All | +15.3% | +765.6% | -750.3% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling