-6.0%
LQD vs AZO
+85.8%
-91.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -1.1% | -3.6% | +2.5% | -0.9% |
| 30D | -1.3% | -5.6% | +4.3% | -1.0% |
| 3M | -3.2% | -6.6% | +3.4% | -3.0% |
| 6M | -2.1% | -22.5% | +20.4% | -1.1% |
| YTD | -2.4% | -15.2% | +12.8% | -1.8% |
| 1Y | -2.7% | -33.9% | +31.3% | -0.9% |
| 3Y | +14.2% | +11.8% | +2.4% | +12.8% |
| All | -6.0% | +85.8% | -91.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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