+189.5%
LQD vs FTI
+2,392.2%
-2,202.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.2% |
| 7D | 0.0% | -2.3% | +2.3% | 0.0% |
| 30D | -0.2% | +5.0% | -5.2% | -0.3% |
| 3M | -1.7% | +13.8% | -15.5% | -1.8% |
| 6M | -2.7% | +22.9% | -25.6% | -2.9% |
| YTD | -1.4% | +75.0% | -76.4% | -2.1% |
| 1Y | -1.0% | +96.9% | -97.9% | -1.8% |
| 3Y | +15.1% | +276.7% | -261.7% | +13.1% |
| 5Y | -5.2% | +1,157.0% | -1,162.2% | -8.2% |
| 10Y | +23.3% | +310.7% | -287.4% | +19.4% |
| All | +189.5% | +2,392.2% | -2,202.7% | +185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling