+189.9%
LQD vs ALL
+1,161.2%
-971.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.8% | -1.5% | +0.7% | -0.7% |
| 3M | -1.9% | +23.6% | -25.5% | -2.6% |
| 6M | -2.7% | +22.3% | -25.0% | -3.3% |
| YTD | -1.3% | +26.5% | -27.8% | -2.1% |
| 1Y | 0.0% | +27.0% | -27.0% | -0.9% |
| 3Y | +14.9% | +149.6% | -134.7% | +11.2% |
| 5Y | -4.6% | +118.1% | -122.6% | -7.4% |
| 10Y | +22.0% | +369.0% | -347.0% | +15.5% |
| All | +189.9% | +1,161.2% | -971.3% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling