-5.2%
LQD vs CHRW
+89.7%
-94.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | 0.0% | +4.1% | -4.1% | -0.2% |
| 30D | -0.2% | +1.9% | -2.1% | -0.3% |
| 3M | -1.7% | -21.2% | +19.5% | -1.0% |
| 6M | -2.7% | -16.7% | +14.0% | -2.3% |
| YTD | -1.4% | -5.4% | +3.9% | -1.6% |
| 1Y | -1.0% | +21.2% | -22.2% | -2.2% |
| 3Y | +15.1% | +86.5% | -71.4% | +10.7% |
| 5Y | -5.2% | +93.0% | -98.2% | -8.7% |
| All | -5.2% | +89.7% | -94.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 5y: compounded portfolio wealth divided by compounded CHRW 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…
5y analysis · Full analysis span regression · 6 months rolling