+26.0%
LQD vs C
+218.7%
-192.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +1.7% | -5.3% | +7.1% | +2.0% |
| 3M | -0.7% | -8.0% | +7.3% | -0.4% |
| 6M | -2.2% | -0.3% | -2.0% | -2.3% |
| YTD | -1.9% | +8.6% | -10.5% | -2.4% |
| 1Y | -2.0% | +25.8% | -27.9% | -3.2% |
| 3Y | +16.5% | +221.2% | -204.7% | +10.2% |
| 5Y | -4.2% | +113.6% | -117.8% | -8.4% |
| 10Y | +26.0% | +218.3% | -192.3% | +20.8% |
| All | +26.0% | +218.7% | -192.8% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 10y: compounded portfolio wealth divided by compounded C 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…
10y analysis · Full analysis span regression · 6 months rolling