+184.9%
LQD vs ARWR
+390.1%
-205.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.2% |
| 7D | -1.6% | -17.8% | +16.2% | -1.6% |
| 30D | +0.5% | -18.1% | +18.7% | +0.6% |
| 3M | -2.3% | -44.2% | +41.9% | -2.2% |
| 6M | -3.1% | -38.6% | +35.6% | -3.0% |
| YTD | -3.0% | -28.0% | +25.1% | -2.9% |
| 1Y | -2.6% | +16.1% | -18.7% | -2.6% |
| 3Y | +15.2% | +84.0% | -68.8% | +15.0% |
| 5Y | -5.2% | -35.4% | +30.2% | -5.3% |
| 10Y | +24.6% | +1,043.1% | -1,018.5% | +24.4% |
| All | +184.9% | +390.1% | -205.1% | +181.0% |
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 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