+57.3%
LLY vs LQD
-1.7%
+59.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | -0.2% |
| 7D | +10.1% | +0.4% | +9.7% | +9.6% |
| 30D | +24.0% | +2.6% | +21.4% | +21.1% |
| 3M | +27.3% | -1.7% | +29.0% | +29.0% |
| 6M | +47.0% | -1.9% | +48.9% | +49.4% |
| YTD | +32.6% | -2.2% | +34.8% | +36.5% |
| 1Y | +57.3% | -1.9% | +59.2% | +61.0% |
| All | +57.3% | -1.7% | +59.0% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling