+23.3%
LQD vs USFD
+306.5%
-283.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.1% |
| 7D | 0.0% | -7.0% | +7.0% | +0.3% |
| 30D | -0.2% | -10.3% | +10.1% | +0.3% |
| 3M | -1.7% | +9.2% | -10.9% | -2.2% |
| 6M | -2.7% | +7.4% | -10.1% | -3.1% |
| YTD | -1.4% | +29.4% | -30.8% | -2.8% |
| 1Y | -1.0% | +24.8% | -25.8% | -2.2% |
| 3Y | +15.1% | +150.0% | -134.9% | +9.7% |
| 5Y | -5.2% | +195.5% | -200.7% | -10.8% |
| 10Y | +23.3% | +315.7% | -292.4% | +13.5% |
| All | +23.3% | +306.5% | -283.2% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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