-1.0%
LQD vs CL
+7.3%
-8.3%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | 0.0% | -2.3% | +2.3% | 0.0% |
| 30D | -0.2% | -5.5% | +5.3% | 0.0% |
| 3M | -1.7% | +0.8% | -2.5% | -1.8% |
| 6M | -2.7% | -4.2% | +1.5% | -2.7% |
| YTD | -1.4% | +13.4% | -14.9% | -1.5% |
| 1Y | -1.0% | +7.1% | -8.1% | -0.9% |
| All | -1.0% | +7.3% | -8.3% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling