-0.9%
LQD vs COMP
-52.0%
+51.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.7% | -10.9% | -0.5% |
| 7D | +0.2% | +13.4% | -13.2% | -0.3% |
| 30D | +2.4% | +11.1% | -8.7% | +1.9% |
| 3M | -0.9% | -18.8% | +18.0% | -0.3% |
| 6M | -2.3% | +10.5% | -12.8% | -3.0% |
| YTD | -1.7% | -3.4% | +1.7% | -2.3% |
| 1Y | -1.6% | +19.7% | -21.3% | -3.0% |
| 3Y | +17.6% | +381.6% | -364.0% | +8.7% |
| 5Y | -5.3% | -17.6% | +12.3% | -11.8% |
| All | -0.9% | -52.0% | +51.0% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling