-4.4%
LQD vs COMP
-32.0%
+27.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | 0.0% |
| 3M | -1.2% | +41.8% | -43.0% | -2.6% |
| 6M | -1.9% | +23.6% | -25.5% | -3.1% |
| YTD | -1.3% | +1.7% | -3.0% | -1.9% |
| 1Y | -1.0% | +12.6% | -13.6% | -2.2% |
| 3Y | +15.2% | +221.9% | -206.6% | +7.7% |
| 5Y | -4.4% | -28.1% | +23.7% | -11.8% |
| All | -4.4% | -32.0% | +27.6% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling