+189.9%
LQD vs CHRW
+1,471.5%
-1,281.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -0.4% | -1.4% | +1.0% | -0.4% |
| 30D | -0.8% | -3.5% | +2.7% | -0.7% |
| 3M | -1.9% | -19.4% | +17.5% | -1.7% |
| 6M | -2.7% | -21.4% | +18.7% | -2.4% |
| YTD | -1.3% | -7.1% | +5.9% | -1.3% |
| 1Y | 0.0% | +17.8% | -17.8% | -0.4% |
| 3Y | +14.9% | +78.8% | -63.9% | +13.8% |
| 5Y | -4.6% | +83.5% | -88.1% | -5.5% |
| 10Y | +22.0% | +160.2% | -138.2% | +20.5% |
| All | +189.9% | +1,471.5% | -1,281.5% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling