+14.2%
LQD vs FOXA
+117.6%
-103.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -1.1% | +0.8% | -1.9% | -1.1% |
| 30D | -1.3% | +5.0% | -6.3% | -1.4% |
| 3M | -3.2% | -3.0% | -0.2% | -3.2% |
| 6M | -2.1% | +14.8% | -16.9% | -2.7% |
| YTD | -2.4% | -8.9% | +6.6% | -2.0% |
| 1Y | -2.7% | +13.3% | -16.0% | -3.4% |
| 3Y | +14.2% | +115.4% | -101.2% | +8.4% |
| All | +14.2% | +117.6% | -103.4% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 3y: compounded portfolio wealth divided by compounded FOXA 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…
3y analysis · Full analysis span regression · 6 months rolling