+188.6%
LQD vs FIX
+32,656.1%
-32,467.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.6% | -0.2% |
| 7D | +0.2% | -17.5% | +17.7% | +0.4% |
| 30D | +2.4% | -41.6% | +43.9% | +2.9% |
| 3M | -0.9% | -40.6% | +39.7% | -0.4% |
| 6M | -2.3% | -49.4% | +47.0% | -1.7% |
| YTD | -1.7% | +9.2% | -10.9% | -2.0% |
| 1Y | -1.6% | +6.5% | -8.1% | -1.9% |
| 3Y | +17.6% | +448.7% | -431.1% | +15.1% |
| 5Y | -5.3% | +948.7% | -954.0% | -7.8% |
| 10Y | +23.3% | +3,659.7% | -3,636.4% | +19.6% |
| All | +188.6% | +32,656.1% | -32,467.5% | +187.8% |
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