-1.1%
LQD vs COMP
-51.7%
+50.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | 0.0% |
| 7D | -0.5% | +2.2% | -2.7% | -0.6% |
| 30D | +1.7% | +16.3% | -14.6% | +1.1% |
| 3M | -0.7% | -19.1% | +18.5% | -0.1% |
| 6M | -2.2% | +17.1% | -19.4% | -3.1% |
| YTD | -1.9% | -2.9% | +1.0% | -2.5% |
| 1Y | -2.0% | +8.8% | -10.8% | -3.1% |
| 3Y | +16.5% | +423.5% | -407.0% | +7.3% |
| 5Y | -4.2% | -10.5% | +6.3% | -10.9% |
| All | -1.1% | -51.7% | +50.6% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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