-4.4%
LQD vs CL
+30.0%
-34.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.2% | -1.4% | +1.6% | +0.4% |
| 30D | -0.6% | -5.2% | +4.6% | -0.1% |
| 3M | -1.2% | +3.3% | -4.5% | -1.6% |
| 6M | -1.9% | -4.4% | +2.4% | -1.6% |
| YTD | -1.3% | +13.9% | -15.2% | -2.8% |
| 1Y | -1.0% | +7.6% | -8.7% | -2.0% |
| 3Y | +15.2% | +29.6% | -14.3% | +11.3% |
| 5Y | -4.4% | +28.1% | -32.5% | -7.4% |
| All | -4.4% | +30.0% | -34.4% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling