+18.2%
LQD vs FOXA
+86.3%
-68.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | 0.0% | -5.4% | +5.4% | +0.2% |
| 30D | -0.2% | +1.1% | -1.3% | -0.3% |
| 3M | -1.7% | -6.1% | +4.4% | -1.6% |
| 6M | -2.7% | +8.2% | -10.9% | -3.1% |
| YTD | -1.4% | -11.8% | +10.4% | -1.1% |
| 1Y | -1.0% | +9.9% | -10.9% | -1.6% |
| 3Y | +15.1% | +110.7% | -95.7% | +11.0% |
| 5Y | -5.2% | +86.9% | -92.1% | -8.4% |
| All | +18.2% | +86.3% | -68.1% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling