+14.2%
LQD vs ARM
+223.5%
-209.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.7% |
| 7D | +0.2% | -10.4% | +10.5% | +0.3% |
| 30D | +1.4% | -31.8% | +33.3% | +2.0% |
| 3M | -1.1% | -32.2% | +31.1% | -0.6% |
| 6M | -2.9% | -14.9% | +12.0% | -3.0% |
| YTD | -2.3% | +66.0% | -68.4% | -3.6% |
| 1Y | -2.1% | +17.2% | -19.3% | -2.9% |
| 3Y | +15.9% | +247.2% | -231.3% | +9.8% |
| All | +14.2% | +223.5% | -209.3% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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