+189.9%
LQD vs CLF
+357.9%
-167.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | -0.4% | +7.6% | -8.0% | -0.5% |
| 30D | -0.8% | -1.2% | +0.4% | -0.8% |
| 3M | -1.9% | -13.4% | +11.5% | -1.8% |
| 6M | -2.7% | +15.4% | -18.1% | -2.9% |
| YTD | -1.3% | -5.9% | +4.6% | -1.4% |
| 1Y | 0.0% | +18.8% | -18.8% | -0.5% |
| 3Y | +14.9% | -19.4% | +34.3% | +14.4% |
| 5Y | -4.6% | -47.7% | +43.2% | -4.8% |
| 10Y | +22.0% | +130.4% | -108.4% | +18.7% |
| All | +189.9% | +357.9% | -167.9% | +188.9% |
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