+26.0%
LQD vs CARR
+414.1%
-388.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | -1.1% | -4.1% | +3.0% | -0.9% |
| 30D | -1.1% | -11.0% | +9.8% | -0.5% |
| 3M | -2.3% | -16.4% | +14.0% | -1.5% |
| 6M | -2.9% | -2.4% | -0.5% | -3.0% |
| YTD | -2.3% | +8.4% | -10.7% | -3.0% |
| 1Y | -2.2% | -8.0% | +5.8% | -2.1% |
| 3Y | +14.0% | +0.6% | +13.4% | +12.9% |
| 5Y | -5.8% | +7.7% | -13.5% | -8.3% |
| All | +26.0% | +414.1% | -388.1% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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