+122.3%
LQD vs CF
+5,449.8%
-5,327.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -0.8% |
| 7D | +0.2% | +4.8% | -4.6% | +0.1% |
| 30D | +1.8% | +9.7% | -7.9% | +1.7% |
| 3M | -0.7% | +1.2% | -2.0% | -0.8% |
| 6M | -2.6% | +7.4% | -9.9% | -2.7% |
| YTD | -2.0% | +60.5% | -62.5% | -2.5% |
| 1Y | -1.7% | +50.7% | -52.5% | -2.2% |
| 3Y | +16.4% | +64.8% | -48.4% | +15.6% |
| 5Y | -4.6% | +115.8% | -120.3% | -5.7% |
| 10Y | +25.3% | +481.0% | -455.7% | +22.2% |
| All | +122.3% | +5,449.8% | -5,327.5% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling