-2.0%
LQD vs FN
-19.6%
+17.5%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.8% | 0.0% |
| 7D | -0.5% | +8.0% | -8.5% | -0.6% |
| 30D | +1.7% | -19.1% | +20.9% | +2.0% |
| 3M | -0.7% | -29.8% | +29.1% | -0.3% |
| 6M | -2.2% | -43.2% | +40.9% | -1.7% |
| YTD | -1.9% | -18.9% | +17.1% | -2.4% |
| 1Y | -2.0% | -17.9% | +15.8% | -2.6% |
| All | -2.0% | -19.6% | +17.5% | -2.6% |
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