-4.1%
LQD vs COO
-38.7%
+34.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -0.5% | -2.3% | +1.8% | -0.3% |
| 30D | +1.7% | +13.3% | -11.5% | +0.5% |
| 3M | -0.7% | -18.1% | +17.4% | +1.0% |
| 6M | -2.2% | +6.7% | -8.9% | -3.3% |
| YTD | -1.9% | -23.2% | +21.3% | +0.3% |
| 1Y | -2.0% | -12.3% | +10.2% | -1.3% |
| 3Y | +16.5% | -23.6% | +40.0% | +17.6% |
| All | -4.1% | -38.7% | +34.6% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling