-5.2%
LQD vs ARWR
+25.7%
-30.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | -0.1% |
| 7D | 0.0% | -3.2% | +3.2% | +0.1% |
| 30D | -0.2% | -6.5% | +6.3% | 0.0% |
| 3M | -1.7% | +12.7% | -14.4% | -2.2% |
| 6M | -2.7% | +36.2% | -38.9% | -4.0% |
| YTD | -1.4% | +24.5% | -25.9% | -2.5% |
| 1Y | -1.0% | +198.0% | -199.0% | -5.6% |
| 3Y | +15.1% | +176.4% | -161.3% | +8.0% |
| 5Y | -5.2% | +26.6% | -31.7% | -10.0% |
| All | -5.2% | +25.7% | -30.9% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling