+188.1%
LQD vs ARWR
+406.3%
-218.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | +0.1% |
| 7D | -0.5% | -19.9% | +19.4% | -0.5% |
| 30D | +1.7% | -18.7% | +20.5% | +1.8% |
| 3M | -0.7% | -44.7% | +44.0% | -0.6% |
| 6M | -2.2% | -36.5% | +34.3% | -2.2% |
| YTD | -1.9% | -25.7% | +23.8% | -1.9% |
| 1Y | -2.0% | +18.9% | -21.0% | -2.1% |
| 3Y | +16.5% | +83.1% | -66.6% | +16.3% |
| 5Y | -4.2% | -34.9% | +30.7% | -4.3% |
| 10Y | +26.0% | +1,080.9% | -1,054.9% | +25.7% |
| All | +188.1% | +406.3% | -218.2% | +184.2% |
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