+15.2%
LQD vs A
+64.5%
-49.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | -1.6% | -0.5% | -1.2% | -1.6% |
| 30D | +0.5% | 0.0% | +0.6% | +0.5% |
| 3M | -2.3% | +16.7% | -19.0% | -3.3% |
| 6M | -3.1% | +54.8% | -57.9% | -5.9% |
| YTD | -3.0% | +28.8% | -31.8% | -4.8% |
| 1Y | -2.6% | +19.3% | -21.9% | -3.9% |
| 3Y | +15.2% | +65.5% | -50.4% | +11.3% |
| All | +15.2% | +64.5% | -49.3% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling