+186.8%
LQD vs CLF
+371.0%
-184.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.6% | -0.8% |
| 7D | +0.2% | -9.1% | +9.2% | +0.2% |
| 30D | +1.4% | -0.9% | +2.4% | +1.4% |
| 3M | -1.1% | +3.0% | -4.1% | -1.2% |
| 6M | -2.9% | +16.7% | -19.6% | -3.3% |
| YTD | -2.3% | -3.2% | +0.8% | -2.5% |
| 1Y | -2.1% | +24.6% | -26.7% | -2.6% |
| 3Y | +15.9% | -22.3% | +38.2% | +15.5% |
| 5Y | -4.9% | -41.2% | +36.3% | -5.3% |
| 10Y | +24.8% | +83.5% | -58.7% | +21.7% |
| All | +186.8% | +371.0% | -184.3% | +185.5% |
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