-5.0%
LQD vs FN
+170.4%
-175.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.8% | -0.4% |
| 7D | +0.2% | 0.0% | +0.3% | +0.2% |
| 30D | +2.4% | -34.3% | +36.7% | +3.3% |
| 3M | -0.9% | -39.9% | +39.0% | +0.1% |
| 6M | -2.3% | -51.8% | +49.5% | -0.9% |
| YTD | -1.7% | -28.1% | +26.4% | -1.9% |
| 1Y | -1.6% | -29.1% | +27.4% | -1.8% |
| 3Y | +17.6% | +102.4% | -84.9% | +11.0% |
| All | -5.0% | +170.4% | -175.4% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling