+184.9%
LQD vs ALL
+1,200.4%
-1,015.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -1.6% | +5.0% | -6.7% | -1.8% |
| 30D | +0.5% | +13.3% | -12.8% | +0.1% |
| 3M | -2.3% | +3.2% | -5.5% | -2.4% |
| 6M | -3.1% | +25.3% | -28.4% | -3.8% |
| YTD | -3.0% | +30.5% | -33.4% | -3.9% |
| 1Y | -2.6% | +29.2% | -31.8% | -3.5% |
| 3Y | +15.2% | +119.1% | -103.9% | +12.0% |
| 5Y | -5.2% | +162.6% | -167.8% | -8.6% |
| 10Y | +24.6% | +378.8% | -354.2% | +17.9% |
| All | +184.9% | +1,200.4% | -1,015.5% | +166.7% |
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 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