-4.4%
LQD vs CHRW
+58.8%
-63.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.6% | +7.3% | -8.9% | -1.9% |
| 30D | +0.5% | -3.6% | +4.1% | +0.6% |
| 3M | -2.3% | -9.6% | +7.3% | -2.1% |
| 6M | -3.1% | -17.0% | +13.9% | -2.7% |
| YTD | -3.0% | -15.4% | +12.4% | -2.9% |
| 1Y | -2.6% | -10.0% | +7.4% | -2.7% |
| 3Y | +15.2% | +82.2% | -67.0% | +10.4% |
| All | -4.4% | +58.8% | -63.2% | -7.4% |
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