-6.0%
LQD vs FLR
+238.1%
-244.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.1% |
| 7D | -1.1% | -3.5% | +2.4% | -1.0% |
| 30D | -1.3% | +4.2% | -5.5% | -1.4% |
| 3M | -3.2% | +8.1% | -11.3% | -3.5% |
| 6M | -2.1% | +21.5% | -23.7% | -2.8% |
| YTD | -2.4% | +36.8% | -39.1% | -3.3% |
| 1Y | -2.7% | +31.2% | -33.9% | -3.6% |
| 3Y | +14.2% | +53.9% | -39.7% | +11.4% |
| All | -6.0% | +238.1% | -244.2% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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