+79.9%
LQD vs CBOE
+1,020.3%
-940.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | 0.0% | -0.8% | +0.7% | 0.0% |
| 30D | -0.2% | +2.7% | -2.9% | -0.2% |
| 3M | -1.7% | +0.7% | -2.4% | -1.7% |
| 6M | -2.7% | -2.0% | -0.7% | -2.7% |
| YTD | -1.4% | +17.1% | -18.6% | -1.6% |
| 1Y | -1.0% | +26.5% | -27.5% | -1.3% |
| 3Y | +15.1% | +96.1% | -81.1% | +14.2% |
| 5Y | -5.2% | +149.3% | -154.5% | -6.2% |
| 10Y | +23.3% | +386.5% | -363.2% | +23.8% |
| All | +79.9% | +1,020.3% | -940.4% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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