-4.9%
LQD vs FLEX
+718.0%
-722.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | -0.1% |
| 7D | 0.0% | +6.4% | -6.4% | -0.3% |
| 30D | -0.2% | -5.9% | +5.7% | 0.0% |
| 3M | -1.7% | -23.5% | +21.8% | -0.9% |
| 6M | -2.7% | +83.7% | -86.4% | -6.1% |
| YTD | -1.4% | +86.5% | -87.9% | -5.1% |
| 1Y | -1.0% | +100.5% | -101.5% | -5.2% |
| 3Y | +15.1% | +469.8% | -454.8% | +1.4% |
| All | -4.9% | +718.0% | -722.9% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling