+23.3%
LQD vs C
+288.6%
-265.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.2% |
| 7D | 0.0% | +2.6% | -2.6% | -0.1% |
| 30D | -0.2% | +1.9% | -2.1% | -0.3% |
| 3M | -1.7% | +2.8% | -4.5% | -1.8% |
| 6M | -2.7% | +30.6% | -33.2% | -3.8% |
| YTD | -1.4% | +19.9% | -21.3% | -2.3% |
| 1Y | -1.0% | +44.6% | -45.6% | -2.7% |
| 3Y | +15.1% | +272.1% | -257.1% | +8.4% |
| 5Y | -5.2% | +132.0% | -137.2% | -9.6% |
| 10Y | +23.3% | +294.7% | -271.3% | +17.6% |
| All | +23.3% | +288.6% | -265.3% | +17.6% |
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