-5.2%
LQD vs CLS
+3,586.2%
-3,591.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | 0.0% | +20.1% | -20.1% | -0.5% |
| 30D | -0.2% | +6.0% | -6.2% | -0.4% |
| 3M | -1.7% | -10.3% | +8.6% | -1.6% |
| 6M | -2.7% | +24.5% | -27.2% | -3.7% |
| YTD | -1.4% | +12.9% | -14.3% | -2.3% |
| 1Y | -1.0% | +36.7% | -37.7% | -2.7% |
| 3Y | +15.1% | +1,328.1% | -1,313.0% | +0.3% |
| 5Y | -5.2% | +3,682.3% | -3,687.5% | -22.6% |
| All | -5.2% | +3,586.2% | -3,591.4% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 5y: compounded portfolio wealth divided by compounded CLS 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…
5y analysis · Full analysis span regression · 6 months rolling