+15.2%
LQD vs AVAV
+31.0%
-15.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | 0.0% |
| 7D | +0.2% | +3.2% | -3.0% | +0.2% |
| 30D | -0.6% | -20.3% | +19.7% | -0.2% |
| 3M | -1.2% | -19.4% | +18.2% | -0.9% |
| 6M | -1.9% | -35.3% | +33.3% | -1.4% |
| YTD | -1.3% | -38.5% | +37.2% | -0.8% |
| 1Y | -1.0% | -37.2% | +36.2% | -0.7% |
| 3Y | +15.2% | +31.1% | -15.9% | +9.9% |
| All | +15.2% | +31.0% | -15.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 3y: compounded portfolio wealth divided by compounded AVAV 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…
3y analysis · Full analysis span regression · 6 months rolling