-2.6%
LQD vs A
+14.9%
-17.6%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | -1.1% | -4.6% | +3.5% | -0.9% |
| 30D | -1.1% | -4.3% | +3.1% | -0.9% |
| 3M | -2.3% | +8.9% | -11.3% | -2.8% |
| 6M | -2.9% | +24.5% | -27.4% | -4.3% |
| YTD | -2.3% | +5.8% | -8.1% | -2.8% |
| All | -2.6% | +14.9% | -17.6% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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