-2.2%
LQD vs FLEX
+90.6%
-92.8%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.8% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -1.1% | -11.8% | +10.6% | -0.9% |
| 3M | -2.3% | -22.6% | +20.2% | -2.0% |
| 6M | -2.9% | +77.3% | -80.2% | -4.2% |
| YTD | -2.3% | +78.8% | -81.1% | -3.7% |
| 1Y | -2.2% | +86.1% | -88.2% | -3.7% |
| All | -2.2% | +90.6% | -92.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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