+189.0%
LQD vs CB
+1,989.6%
-1,800.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.1% |
| 7D | +0.9% | -1.5% | +2.4% | +1.0% |
| 30D | +2.2% | +6.5% | -4.3% | +2.1% |
| 3M | -0.9% | +4.1% | -5.0% | -1.0% |
| 6M | -2.2% | +14.4% | -16.6% | -2.5% |
| YTD | -1.6% | +17.5% | -19.1% | -1.9% |
| 1Y | -1.3% | +27.5% | -28.9% | -1.8% |
| 3Y | +17.4% | +71.6% | -54.2% | +16.1% |
| 5Y | -5.2% | +100.6% | -105.8% | -6.6% |
| 10Y | +25.7% | +243.0% | -217.3% | +22.5% |
| All | +189.0% | +1,989.6% | -1,800.7% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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