-1.9%
LQD vs FRSH
+21.1%
-23.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.3% | +7.0% | +0.8% |
| 7D | +0.4% | -13.8% | +14.2% | +0.5% |
| 30D | +2.6% | +0.3% | +2.3% | +2.6% |
| 3M | -1.7% | +10.1% | -11.8% | -1.8% |
| 6M | -1.9% | +47.7% | -49.6% | -2.2% |
| YTD | -2.2% | +8.2% | -10.4% | -2.1% |
| 1Y | -1.9% | +21.4% | -23.3% | -1.6% |
| All | -1.9% | +21.1% | -23.0% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 1y: compounded portfolio wealth divided by compounded FRSH 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…
1y analysis · Full analysis span regression · 6 months rolling