+189.9%
LQD vs FLEX
+1,930.6%
-1,740.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.1% |
| 7D | +0.2% | +7.0% | -6.7% | +0.2% |
| 30D | -0.6% | -5.8% | +5.2% | -0.5% |
| 3M | -1.2% | -24.2% | +23.0% | -0.9% |
| 6M | -1.9% | +90.8% | -92.7% | -2.9% |
| YTD | -1.3% | +89.2% | -90.5% | -2.3% |
| 1Y | -1.0% | +104.7% | -105.7% | -2.1% |
| 3Y | +15.2% | +478.1% | -462.8% | +12.4% |
| 5Y | -4.4% | +726.2% | -730.6% | -7.2% |
| 10Y | +22.6% | +1,060.6% | -1,038.0% | +18.5% |
| All | +189.9% | +1,930.6% | -1,740.7% | +181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling