+184.9%
LQD vs C
-28.8%
+213.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.6% | +4.2% | -5.8% | -1.7% |
| 30D | +0.5% | +2.0% | -1.4% | +0.5% |
| 3M | -2.3% | -10.1% | +7.8% | -2.2% |
| 6M | -3.1% | +1.0% | -4.0% | -3.1% |
| YTD | -3.0% | +8.5% | -11.4% | -3.1% |
| 1Y | -2.6% | +25.7% | -28.3% | -2.9% |
| 3Y | +15.2% | +216.0% | -200.8% | +13.3% |
| 5Y | -5.2% | +112.3% | -117.5% | -6.4% |
| 10Y | +24.6% | +217.8% | -193.2% | +22.0% |
| All | +184.9% | -28.8% | +213.7% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling