+16.5%
LQD vs C
+222.1%
-205.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.3% |
| All | +16.5% | +222.1% | -205.6% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling