+41.1%
LQD vs USFR
+27.6%
+13.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -0.2% | +0.3% | -0.5% | -0.2% |
| 3M | -1.7% | +1.0% | -2.7% | -1.6% |
| 6M | -2.7% | +1.9% | -4.6% | -2.5% |
| YTD | -1.4% | +2.7% | -4.1% | -1.2% |
| 1Y | -1.0% | +4.0% | -5.0% | -0.7% |
| 3Y | +15.1% | +14.0% | +1.0% | +16.2% |
| 5Y | -5.2% | +20.4% | -25.6% | -3.8% |
| 10Y | +23.3% | +28.0% | -4.7% | +25.7% |
| All | +41.1% | +27.6% | +13.5% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling