+25.7%
LQD vs CF
+546.3%
-520.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.9% | -0.9% | +1.8% | +0.9% |
| 30D | +2.2% | +6.9% | -4.7% | +2.1% |
| 3M | -0.9% | +4.8% | -5.8% | -1.0% |
| 6M | -2.2% | +4.7% | -6.9% | -2.3% |
| YTD | -1.6% | +56.5% | -58.1% | -2.7% |
| 1Y | -1.3% | +48.4% | -49.7% | -2.3% |
| 3Y | +17.4% | +59.1% | -41.7% | +15.8% |
| 5Y | -5.2% | +109.5% | -114.7% | -7.7% |
| 10Y | +25.7% | +487.0% | -461.3% | +19.6% |
| All | +25.7% | +546.3% | -520.6% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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