-1.0%
LQD vs COMP
+11.9%
-12.9%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.1% |
| 7D | +0.2% | +4.1% | -3.8% | +0.1% |
| 30D | -0.6% | -14.5% | +14.0% | -0.1% |
| 3M | -1.2% | +41.8% | -43.0% | -2.3% |
| 6M | -1.9% | +23.6% | -25.5% | -2.9% |
| YTD | -1.3% | +1.7% | -3.0% | -2.1% |
| 1Y | -1.0% | +12.6% | -13.6% | -2.1% |
| All | -1.0% | +11.9% | -12.9% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling