+13.5%
LQD vs ARM
+239.6%
-226.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | -0.2% |
| 7D | -1.6% | +9.1% | -10.8% | -1.8% |
| 30D | +0.5% | -19.9% | +20.5% | +0.8% |
| 3M | -2.3% | -31.6% | +29.3% | -1.8% |
| 6M | -3.1% | -13.9% | +10.8% | -3.2% |
| YTD | -3.0% | +74.3% | -77.3% | -4.3% |
| 1Y | -2.6% | +35.8% | -38.3% | -3.5% |
| 3Y | +15.2% | +268.6% | -253.4% | +8.9% |
| All | +13.5% | +239.6% | -226.2% | +7.6% |
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