+24.1%
LQD vs FND
+57.3%
-33.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | 0.0% | -0.8% | +0.7% | 0.0% |
| 30D | -0.2% | -19.6% | +19.4% | +1.0% |
| 3M | -1.7% | -4.3% | +2.7% | -1.6% |
| 6M | -2.7% | -20.4% | +17.8% | -1.8% |
| YTD | -1.4% | -21.9% | +20.4% | -0.5% |
| 1Y | -1.0% | -45.2% | +44.2% | +1.8% |
| 3Y | +15.1% | -49.2% | +64.3% | +17.8% |
| 5Y | -5.2% | -61.8% | +56.6% | -3.1% |
| All | +24.1% | +57.3% | -33.2% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling