-1.0%
LQD vs FN
+11.2%
-12.2%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | +0.2% | +3.5% | -3.3% | +0.2% |
| 30D | -0.6% | -26.0% | +25.4% | -0.3% |
| 3M | -1.2% | -33.3% | +32.0% | -0.8% |
| 6M | -1.9% | -14.9% | +13.0% | -2.1% |
| YTD | -1.3% | -8.6% | +7.3% | -1.6% |
| 1Y | -1.0% | +12.3% | -13.3% | -1.4% |
| All | -1.0% | +11.2% | -12.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling