+188.1%
LQD vs FIX
+37,296.0%
-37,107.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -5.0% | 0.0% |
| 7D | -0.5% | +6.4% | -7.0% | -0.6% |
| 30D | +1.7% | -29.1% | +30.8% | +2.1% |
| 3M | -0.7% | -31.1% | +30.5% | -0.4% |
| 6M | -2.2% | -42.8% | +40.6% | -1.8% |
| YTD | -1.9% | +24.6% | -26.5% | -2.3% |
| 1Y | -2.0% | +21.9% | -24.0% | -2.4% |
| 3Y | +16.5% | +524.9% | -508.4% | +13.9% |
| 5Y | -4.2% | +1,092.2% | -1,096.4% | -6.9% |
| 10Y | +26.0% | +3,759.0% | -3,733.1% | +21.9% |
| All | +188.1% | +37,296.0% | -37,107.9% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling