+23.3%
LQD vs CLF
+116.4%
-93.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | -0.1% |
| 7D | 0.0% | -2.7% | +2.6% | 0.0% |
| 30D | -0.2% | -3.2% | +3.0% | -0.2% |
| 3M | -1.7% | -5.0% | +3.3% | -1.7% |
| 6M | -2.7% | +26.6% | -29.3% | -3.3% |
| YTD | -1.4% | -9.0% | +7.5% | -1.5% |
| 1Y | -1.0% | +11.8% | -12.8% | -1.6% |
| 3Y | +15.1% | -15.1% | +30.2% | +14.3% |
| 5Y | -5.2% | -48.2% | +43.0% | -5.5% |
| 10Y | +23.3% | +127.6% | -104.3% | +18.1% |
| All | +23.3% | +116.4% | -93.1% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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