+17.6%
LQD vs ARM
+223.5%
-205.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.9% | -0.2% |
| 7D | +0.2% | -15.2% | +15.5% | +0.5% |
| 30D | +2.4% | -40.7% | +43.1% | +3.2% |
| 3M | -0.9% | -39.1% | +38.2% | -0.2% |
| 6M | -2.3% | -26.4% | +24.1% | -2.2% |
| YTD | -1.7% | +59.7% | -61.5% | -2.7% |
| 1Y | -1.6% | +10.3% | -12.0% | -2.2% |
| 3Y | +17.6% | +228.9% | -211.3% | +14.0% |
| All | +17.6% | +223.5% | -205.9% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling