+177.9%
KO vs LQD
+22.3%
+155.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | -1.1% | -1.1% | 0.0% | -0.5% |
| 30D | +1.6% | -1.1% | +2.7% | +2.2% |
| 3M | +5.8% | -2.3% | +8.1% | +7.0% |
| 6M | +14.3% | -2.9% | +17.2% | +16.0% |
| YTD | +27.3% | -2.3% | +29.6% | +28.8% |
| 1Y | +33.2% | -2.2% | +35.4% | +34.6% |
| 3Y | +64.5% | +14.0% | +50.5% | +52.9% |
| 5Y | +83.1% | -5.8% | +88.9% | +89.5% |
| All | +177.9% | +22.3% | +155.6% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling