-4.4%
LQD vs AR
+140.6%
-145.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +0.2% | -1.8% | +2.1% | +0.3% |
| 30D | -0.6% | +12.6% | -13.2% | -0.7% |
| 3M | -1.2% | +10.0% | -11.2% | -1.3% |
| 6M | -1.9% | +0.6% | -2.6% | -2.0% |
| YTD | -1.3% | +13.4% | -14.7% | -1.5% |
| 1Y | -1.0% | +21.7% | -22.7% | -1.3% |
| 3Y | +15.2% | +45.8% | -30.6% | +14.3% |
| 5Y | -4.4% | +144.3% | -148.7% | -4.1% |
| All | -4.4% | +140.6% | -145.1% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling