-2.2%
LQD vs CLF
+8.7%
-10.9%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.9% |
| 7D | -1.1% | -3.7% | +2.6% | -1.0% |
| 30D | -1.1% | -4.7% | +3.5% | -1.1% |
| 3M | -2.3% | -4.7% | +2.3% | -2.3% |
| 6M | -2.9% | +24.0% | -26.9% | -3.3% |
| YTD | -2.3% | -10.9% | +8.6% | -2.6% |
| 1Y | -2.2% | +4.0% | -6.2% | -3.0% |
| All | -2.2% | +8.7% | -10.9% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling