+15.2%
LQD vs CART
+135.4%
-120.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | +0.5% | +19.2% | -18.6% | +0.4% |
| 3M | -2.3% | +17.6% | -19.9% | -2.5% |
| 6M | -3.1% | +47.4% | -50.4% | -3.4% |
| YTD | -3.0% | +30.9% | -33.9% | -3.3% |
| 1Y | -2.6% | +46.0% | -48.5% | -2.9% |
| 3Y | +15.2% | +130.3% | -115.1% | +13.1% |
| All | +15.2% | +135.4% | -120.2% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 3y: compounded portfolio wealth divided by compounded CART 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…
3y analysis · Full analysis span regression · 6 months rolling