+32.0%
LQD vs FTAI
+2,361.6%
-2,329.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | -1.1% | -9.7% | +8.6% | -0.9% |
| 30D | -1.1% | -20.0% | +18.9% | -0.7% |
| 3M | -2.3% | -20.1% | +17.7% | -2.0% |
| 6M | -2.9% | -33.3% | +30.4% | -2.3% |
| YTD | -2.3% | -8.0% | +5.7% | -2.4% |
| 1Y | -2.2% | +8.0% | -10.1% | -2.7% |
| 3Y | +14.0% | +413.4% | -399.4% | +7.5% |
| 5Y | -5.8% | +858.6% | -864.3% | -13.1% |
| 10Y | +22.2% | +3,003.7% | -2,981.4% | +11.9% |
| All | +32.0% | +2,361.6% | -2,329.5% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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