+189.9%
LQD vs ARWR
+785.5%
-595.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.4% | +1.7% | -2.1% | -0.4% |
| 30D | -0.8% | -0.7% | -0.1% | -0.8% |
| 3M | -1.9% | +14.9% | -16.8% | -1.9% |
| 6M | -2.7% | +32.6% | -35.3% | -2.7% |
| YTD | -1.3% | +30.0% | -31.3% | -1.3% |
| 1Y | 0.0% | +208.4% | -208.4% | -0.2% |
| 3Y | +14.9% | +208.8% | -193.9% | +14.6% |
| 5Y | -4.6% | +27.8% | -32.4% | -4.8% |
| 10Y | +22.0% | +1,107.6% | -1,085.6% | +21.7% |
| All | +189.9% | +785.5% | -595.6% | +185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling