-6.0%
LQD vs A
-14.3%
+8.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.3% |
| 7D | -1.1% | -2.6% | +1.5% | -0.9% |
| 30D | -1.3% | -0.9% | -0.4% | -1.2% |
| 3M | -3.2% | +13.6% | -16.8% | -4.4% |
| 6M | -2.1% | +27.8% | -30.0% | -4.5% |
| YTD | -2.4% | +8.6% | -11.0% | -3.4% |
| 1Y | -2.7% | +16.9% | -19.5% | -4.4% |
| 3Y | +14.2% | +32.9% | -18.7% | +9.3% |
| All | -6.0% | -14.3% | +8.3% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling