+173.4%
LQD vs FLUT
+2,067.0%
-1,893.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.2% | +3.8% | -3.6% | +0.2% |
| 30D | -0.6% | +6.3% | -6.9% | -0.6% |
| 3M | -1.2% | -4.0% | +2.8% | -1.2% |
| 6M | -1.9% | -10.3% | +8.3% | -1.9% |
| YTD | -1.3% | -53.2% | +51.9% | -0.9% |
| 1Y | -1.0% | -65.0% | +64.0% | -0.5% |
| 3Y | +15.2% | -43.9% | +59.1% | +15.5% |
| 5Y | -4.4% | -49.2% | +44.8% | -4.4% |
| 10Y | +22.6% | -9.2% | +31.8% | +23.0% |
| All | +173.4% | +2,067.0% | -1,893.6% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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