+114.6%
LQD vs CAPR
-99.1%
+213.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -0.4% | -2.0% | +1.6% | -0.4% |
| 30D | -0.8% | +139.2% | -140.0% | -1.0% |
| 3M | -1.9% | -66.4% | +64.4% | -1.8% |
| 6M | -2.7% | -63.1% | +60.5% | -2.6% |
| YTD | -1.3% | -67.4% | +66.2% | -1.2% |
| 1Y | 0.0% | +58.2% | -58.3% | -0.7% |
| 3Y | +14.9% | +42.2% | -27.3% | +13.8% |
| 5Y | -4.6% | +87.3% | -91.8% | -5.7% |
| 10Y | +22.0% | -75.3% | +97.3% | +19.8% |
| All | +114.6% | -99.1% | +213.7% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling