+27.5%
LQD vs USFD
+329.0%
-301.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.4% | -3.0% | +2.6% | -0.3% |
| 30D | -0.8% | +3.5% | -4.3% | -0.9% |
| 3M | -1.9% | +26.6% | -28.5% | -3.1% |
| 6M | -2.7% | +11.7% | -14.4% | -3.3% |
| YTD | -1.3% | +38.1% | -39.4% | -2.9% |
| 1Y | 0.0% | +33.4% | -33.4% | -1.6% |
| 3Y | +14.9% | +155.8% | -140.9% | +9.4% |
| 5Y | -4.6% | +214.0% | -218.6% | -10.4% |
| 10Y | +22.0% | +320.4% | -298.4% | +12.0% |
| All | +27.5% | +329.0% | -301.5% | +17.0% |
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