+110.9%
LQD vs CAPR
-99.0%
+209.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | -0.2% |
| 7D | -1.6% | +5.9% | -7.5% | -1.7% |
| 30D | +0.5% | +44.6% | -44.1% | +0.4% |
| 3M | -2.3% | +126.4% | -128.7% | -2.5% |
| 6M | -3.1% | -68.6% | +65.5% | -3.0% |
| YTD | -3.0% | -67.0% | +64.0% | -2.9% |
| 1Y | -2.6% | +65.2% | -67.7% | -3.2% |
| 3Y | +15.2% | +235.6% | -220.4% | +13.9% |
| 5Y | -5.2% | +175.4% | -180.6% | -6.3% |
| 10Y | +24.6% | -65.0% | +89.5% | +22.3% |
| All | +110.9% | -99.0% | +209.9% | +104.6% |
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