+22.2%
LQD vs CME
+282.4%
-260.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | 0.0% |
| 7D | -1.1% | -1.6% | +0.5% | -1.1% |
| 30D | -1.3% | +5.6% | -6.9% | -1.4% |
| 3M | -3.2% | +5.6% | -8.8% | -3.3% |
| 6M | -2.1% | -8.3% | +6.1% | -2.0% |
| YTD | -2.4% | +4.3% | -6.7% | -2.5% |
| 1Y | -2.7% | +9.1% | -11.8% | -2.9% |
| 3Y | +14.2% | +52.1% | -37.9% | +13.0% |
| 5Y | -5.8% | +79.7% | -85.5% | -7.2% |
| All | +22.2% | +282.4% | -260.3% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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