-5.2%
LQD vs CAPR
+76.3%
-81.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.5% | -0.2% |
| 7D | 0.0% | -12.6% | +12.6% | 0.0% |
| 30D | -0.2% | +124.4% | -124.6% | -0.3% |
| 3M | -1.7% | -66.8% | +65.1% | -1.6% |
| 6M | -2.7% | -71.8% | +69.1% | -2.6% |
| YTD | -1.4% | -70.1% | +68.6% | -1.4% |
| 1Y | -1.0% | +33.3% | -34.3% | -1.5% |
| 3Y | +15.1% | +36.7% | -21.7% | +13.3% |
| 5Y | -5.2% | +72.5% | -77.6% | -7.5% |
| All | -5.2% | +76.3% | -81.5% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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