+76.4%
LQD vs FN
+2,887.5%
-2,811.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.7% | -11.8% | -0.2% |
| 7D | +0.2% | 0.0% | +0.3% | +0.2% |
| 30D | +2.4% | -34.3% | +36.7% | +2.8% |
| 3M | -0.9% | -39.9% | +39.0% | -0.4% |
| 6M | -2.3% | -51.8% | +49.5% | -1.7% |
| YTD | -1.7% | -28.1% | +26.4% | -1.7% |
| 1Y | -1.6% | -29.1% | +27.4% | -1.6% |
| 3Y | +17.6% | +102.4% | -84.9% | +15.9% |
| 5Y | -5.3% | +171.7% | -176.9% | -7.0% |
| 10Y | +23.3% | +773.5% | -750.2% | +21.5% |
| All | +76.4% | +2,887.5% | -2,811.1% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling