+25.2%
LQD vs CL
+88.0%
-62.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | -1.6% | +3.2% | -4.9% | -1.9% |
| 30D | +0.5% | +8.0% | -7.5% | -0.1% |
| 3M | -2.3% | +7.9% | -10.2% | -2.9% |
| 6M | -3.1% | +14.7% | -17.8% | -4.1% |
| YTD | -3.0% | +29.2% | -32.1% | -4.9% |
| 1Y | -2.6% | +29.5% | -32.1% | -4.6% |
| 3Y | +15.2% | +40.7% | -25.5% | +12.0% |
| 5Y | -5.2% | +43.9% | -49.0% | -8.1% |
| All | +25.2% | +88.0% | -62.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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