-6.0%
LQD vs AUR
-35.1%
+29.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -1.1% | +1.4% | -2.5% | -1.1% |
| 30D | -1.3% | -6.4% | +5.1% | -1.2% |
| 3M | -3.2% | +7.7% | -10.9% | -3.4% |
| 6M | -2.1% | +44.5% | -46.6% | -3.1% |
| YTD | -2.4% | +67.4% | -69.8% | -3.6% |
| 1Y | -2.7% | +15.4% | -18.1% | -3.3% |
| 3Y | +14.2% | +94.8% | -80.7% | +9.7% |
| All | -6.0% | -35.1% | +29.0% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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