+15.2%
LQD vs FLEX
+281.5%
-266.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | -0.2% |
| 7D | -1.6% | +7.5% | -9.1% | -1.8% |
| 30D | +0.5% | -25.3% | +25.8% | +1.1% |
| 3M | -2.3% | -39.7% | +37.4% | -1.4% |
| 6M | -3.1% | -47.9% | +44.8% | -1.9% |
| YTD | -3.0% | +24.1% | -27.1% | -4.2% |
| 1Y | -2.6% | +26.0% | -28.5% | -3.9% |
| 3Y | +15.2% | +282.7% | -267.5% | +5.9% |
| All | +15.2% | +281.5% | -266.3% | +5.9% |
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