+22.2%
LQD vs CLX
-3.7%
+25.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -1.1% | -5.7% | +4.6% | -0.9% |
| 30D | -1.3% | -17.0% | +15.7% | -0.5% |
| 3M | -3.2% | -9.7% | +6.5% | -2.8% |
| 6M | -2.1% | -19.8% | +17.7% | -1.3% |
| YTD | -2.4% | -9.8% | +7.5% | -2.1% |
| 1Y | -2.7% | -26.2% | +23.5% | -1.6% |
| 3Y | +14.2% | -36.2% | +50.4% | +15.9% |
| 5Y | -5.8% | -38.3% | +32.5% | -4.8% |
| All | +22.2% | -3.7% | +25.8% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling