+380.0%
CRWD vs LQD
+14.1%
+365.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.0% | -1.1% | -1.9% | -1.9% |
| 30D | -6.8% | -1.3% | -5.5% | -5.5% |
| 3M | +19.6% | -3.2% | +22.8% | +23.7% |
| 6M | +87.1% | -2.1% | +89.2% | +91.6% |
| YTD | +76.4% | -2.4% | +78.8% | +80.8% |
| 1Y | +90.8% | -2.7% | +93.5% | +96.1% |
| 3Y | +380.0% | +14.2% | +365.8% | +320.9% |
| All | +380.0% | +14.1% | +365.9% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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