+189.5%
LQD vs FLR
+319.2%
-129.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.1% |
| 7D | 0.0% | -3.1% | +3.1% | 0.0% |
| 30D | -0.2% | +4.9% | -5.1% | -0.2% |
| 3M | -1.7% | +10.8% | -12.5% | -1.8% |
| 6M | -2.7% | +19.7% | -22.3% | -2.9% |
| YTD | -1.4% | +38.4% | -39.8% | -1.8% |
| 1Y | -1.0% | +34.7% | -35.7% | -1.3% |
| 3Y | +15.1% | +56.7% | -41.6% | +14.3% |
| 5Y | -5.2% | +241.6% | -246.8% | -6.3% |
| 10Y | +23.3% | +20.2% | +3.1% | +22.3% |
| All | +189.5% | +319.2% | -129.7% | +190.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling