+22.2%
LQD vs AR
+44.6%
-22.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -1.1% | -1.3% | +0.2% | -1.1% |
| 30D | -1.1% | +3.5% | -4.7% | -1.2% |
| 3M | -2.3% | +9.9% | -12.3% | -2.5% |
| 6M | -2.9% | +4.5% | -7.4% | -3.0% |
| YTD | -2.3% | +13.7% | -16.0% | -2.5% |
| 1Y | -2.2% | +19.2% | -21.4% | -2.5% |
| 3Y | +14.0% | +46.2% | -32.1% | +13.1% |
| 5Y | -5.8% | +145.9% | -151.7% | -7.3% |
| All | +22.2% | +44.6% | -22.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling