+15.2%
LQD vs CASY
+161.8%
-146.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -1.6% | +3.6% | -5.2% | -1.7% |
| 30D | +0.5% | +9.1% | -8.5% | +0.4% |
| 3M | -2.3% | -16.5% | +14.2% | -2.1% |
| 6M | -3.1% | -19.7% | +16.7% | -2.6% |
| YTD | -3.0% | +29.3% | -32.2% | -4.0% |
| 1Y | -2.6% | +33.1% | -35.7% | -3.7% |
| 3Y | +15.2% | +158.5% | -143.3% | +11.9% |
| All | +15.2% | +161.8% | -146.6% | +11.9% |
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