+184.9%
LQD vs CLF
+363.4%
-178.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.2% |
| 7D | -1.6% | +10.4% | -12.0% | -1.8% |
| 30D | +0.5% | +0.6% | 0.0% | +0.5% |
| 3M | -2.3% | +4.1% | -6.4% | -2.4% |
| 6M | -3.1% | +15.1% | -18.2% | -3.4% |
| YTD | -3.0% | -4.7% | +1.8% | -3.2% |
| 1Y | -2.6% | +20.4% | -22.9% | -3.0% |
| 3Y | +15.2% | -23.4% | +38.6% | +14.7% |
| 5Y | -5.2% | -43.3% | +38.1% | -5.5% |
| 10Y | +24.6% | +80.5% | -56.0% | +21.5% |
| All | +184.9% | +363.4% | -178.4% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling