+27.1%
LQD vs USFD
+353.4%
-326.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -2.9% | 0.0% |
| 7D | +0.9% | +3.9% | -3.0% | +0.7% |
| 30D | +2.2% | +12.8% | -10.6% | +1.6% |
| 3M | -0.9% | +1.0% | -1.9% | -1.0% |
| 6M | -2.2% | +30.3% | -32.5% | -3.5% |
| YTD | -1.6% | +46.0% | -47.6% | -3.6% |
| 1Y | -1.3% | +49.6% | -50.9% | -3.4% |
| 3Y | +17.4% | +166.3% | -148.8% | +11.6% |
| 5Y | -5.2% | +208.4% | -213.6% | -11.0% |
| 10Y | +25.7% | +371.2% | -345.5% | +14.8% |
| All | +27.1% | +353.4% | -326.3% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling