-5.2%
LQD vs ALL
+115.1%
-120.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | 0.0% | -2.2% | +2.2% | 0.0% |
| 30D | -0.2% | -5.6% | +5.4% | 0.0% |
| 3M | -1.7% | +17.2% | -18.9% | -2.2% |
| 6M | -2.7% | +23.2% | -25.9% | -3.4% |
| YTD | -1.4% | +23.6% | -25.0% | -2.1% |
| 1Y | -1.0% | +29.2% | -30.2% | -1.9% |
| 3Y | +15.1% | +153.8% | -138.8% | +11.4% |
| 5Y | -5.2% | +116.1% | -121.3% | -6.7% |
| All | -5.2% | +115.1% | -120.3% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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