+15.5%
LQD vs FLEX
+473.9%
-458.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.1% |
| 7D | +0.2% | +7.0% | -6.7% | +0.1% |
| 30D | -0.6% | -5.8% | +5.2% | -0.5% |
| 3M | -1.2% | -24.2% | +23.0% | -0.7% |
| 6M | -1.9% | +90.8% | -92.7% | -4.1% |
| YTD | -1.3% | +89.2% | -90.5% | -3.5% |
| 1Y | -1.0% | +104.7% | -105.7% | -3.6% |
| All | +15.5% | +473.9% | -458.5% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling