+22.9%
LQD vs FND
+56.5%
-33.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -1.1% | -5.8% | +4.7% | -0.8% |
| 30D | -1.3% | -20.2% | +18.9% | -0.1% |
| 3M | -3.2% | -12.0% | +8.8% | -2.7% |
| 6M | -2.1% | -18.5% | +16.4% | -1.4% |
| YTD | -2.4% | -22.3% | +19.9% | -1.5% |
| 1Y | -2.7% | -47.6% | +45.0% | +0.3% |
| 3Y | +14.2% | -49.8% | +64.0% | +16.9% |
| 5Y | -5.8% | -63.0% | +57.2% | -3.6% |
| All | +22.9% | +56.5% | -33.6% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling