+189.9%
LQD vs FIX
+51,741.2%
-51,551.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -0.4% | +6.0% | -6.4% | -0.5% |
| 30D | -0.8% | -7.2% | +6.5% | -0.7% |
| 3M | -1.9% | -15.9% | +13.9% | -1.8% |
| 6M | -2.7% | +12.7% | -15.4% | -2.9% |
| YTD | -1.3% | +72.8% | -74.1% | -1.9% |
| 1Y | 0.0% | +122.9% | -122.9% | -1.0% |
| 3Y | +14.9% | +774.3% | -759.4% | +12.0% |
| 5Y | -4.6% | +2,049.5% | -2,054.0% | -7.6% |
| 10Y | +22.0% | +5,821.5% | -5,799.5% | +17.8% |
| All | +189.9% | +51,741.2% | -51,551.2% | +188.0% |
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