-2.0%
LQD vs AUR
-36.7%
+34.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.9% |
| 7D | -1.1% | +0.2% | -1.2% | -1.1% |
| 30D | -1.1% | -8.9% | +7.8% | -1.0% |
| 3M | -2.3% | +4.6% | -7.0% | -2.5% |
| 6M | -2.9% | +44.9% | -47.7% | -3.8% |
| YTD | -2.3% | +64.8% | -67.2% | -3.6% |
| 1Y | -2.2% | +16.4% | -18.5% | -2.9% |
| 3Y | +14.0% | +85.1% | -71.1% | +9.7% |
| 5Y | -5.8% | -36.1% | +30.4% | -10.5% |
| All | -2.0% | -36.7% | +34.7% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling