+15.2%
LQD vs CASY
+209.8%
-194.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.1% |
| 7D | +0.2% | -4.4% | +4.6% | +0.3% |
| 30D | -0.6% | -12.0% | +11.5% | -0.4% |
| 3M | -1.2% | -2.3% | +1.1% | -1.3% |
| 6M | -1.9% | +10.5% | -12.5% | -2.5% |
| YTD | -1.3% | +33.0% | -34.3% | -2.4% |
| 1Y | -1.0% | +41.1% | -42.2% | -2.4% |
| 3Y | +15.2% | +207.5% | -192.3% | +10.3% |
| All | +15.2% | +209.8% | -194.5% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling