+15.2%
LQD vs ARWR
+181.4%
-166.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.2% | +2.9% | -2.6% | +0.2% |
| 30D | -0.6% | -2.9% | +2.3% | -0.5% |
| 3M | -1.2% | +15.2% | -16.4% | -1.6% |
| 6M | -1.9% | +42.3% | -44.2% | -3.0% |
| YTD | -1.3% | +28.2% | -29.5% | -2.1% |
| 1Y | -1.0% | +213.2% | -214.3% | -4.5% |
| 3Y | +15.2% | +184.6% | -169.4% | +8.4% |
| All | +15.2% | +181.4% | -166.1% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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