-6.4%
LQD vs FRSH
-72.6%
+66.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -1.1% | -11.2% | +10.1% | -0.7% |
| 30D | -1.1% | -0.8% | -0.3% | -1.1% |
| 3M | -2.3% | +26.4% | -28.8% | -3.2% |
| 6M | -2.9% | +48.4% | -51.3% | -4.3% |
| YTD | -2.3% | -3.1% | +0.8% | -2.5% |
| 1Y | -2.2% | -8.7% | +6.5% | -2.2% |
| 3Y | +14.0% | -45.8% | +59.8% | +15.2% |
| All | -6.4% | -72.6% | +66.2% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling