+22.2%
LQD vs CASY
+453.5%
-431.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -1.1% | -18.6% | +17.5% | -0.5% |
| 30D | -1.3% | -26.6% | +25.4% | -0.4% |
| 3M | -3.2% | -32.8% | +29.6% | -2.1% |
| 6M | -2.1% | -10.0% | +7.9% | -2.1% |
| YTD | -2.4% | +11.6% | -14.0% | -3.1% |
| 1Y | -2.7% | +11.5% | -14.2% | -3.4% |
| 3Y | +14.2% | +160.7% | -146.5% | +9.5% |
| 5Y | -5.8% | +232.4% | -238.2% | -10.4% |
| All | +22.2% | +453.5% | -431.3% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling