+14.2%
LQD vs USFR
+14.1%
0.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -1.3% | +0.4% | -1.6% | -1.2% |
| 3M | -3.2% | +1.0% | -4.2% | -2.9% |
| 6M | -2.1% | +2.0% | -4.1% | -1.7% |
| YTD | -2.4% | +2.8% | -5.1% | -1.9% |
| 1Y | -2.7% | +4.1% | -6.8% | -2.2% |
| 3Y | +14.2% | +14.1% | 0.0% | +11.6% |
| All | +14.2% | +14.1% | 0.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling