+22.2%
LQD vs FTI
+305.3%
-283.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -1.1% | -4.4% | +3.3% | -1.0% |
| 30D | -1.3% | +1.5% | -2.8% | -1.3% |
| 3M | -3.2% | +8.2% | -11.4% | -3.3% |
| 6M | -2.1% | +18.8% | -21.0% | -2.4% |
| YTD | -2.4% | +71.7% | -74.0% | -3.1% |
| 1Y | -2.7% | +90.0% | -92.7% | -3.5% |
| 3Y | +14.2% | +270.5% | -256.3% | +12.0% |
| 5Y | -5.8% | +1,084.5% | -1,090.3% | -9.0% |
| All | +22.2% | +305.3% | -283.1% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling