+22.2%
LQD vs COO
+17.0%
+5.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | -1.1% | -22.5% | +21.4% | +0.6% |
| 30D | -1.3% | -29.7% | +28.5% | +1.1% |
| 3M | -3.2% | -20.1% | +16.9% | -1.8% |
| 6M | -2.1% | -26.9% | +24.8% | -0.1% |
| YTD | -2.4% | -34.2% | +31.9% | +0.4% |
| 1Y | -2.7% | -21.3% | +18.6% | -1.4% |
| 3Y | +14.2% | -38.7% | +52.9% | +17.2% |
| 5Y | -5.8% | -52.2% | +46.4% | -3.0% |
| All | +22.2% | +17.0% | +5.2% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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