-5.2%
LQD vs COO
-44.2%
+39.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.2% | +6.1% | +0.4% |
| 7D | 0.0% | -9.0% | +8.9% | +0.8% |
| 30D | -0.2% | -16.8% | +16.6% | +1.5% |
| 3M | -1.7% | -7.5% | +5.8% | -1.1% |
| 6M | -2.7% | -16.3% | +13.6% | -1.2% |
| YTD | -1.4% | -22.5% | +21.1% | +0.8% |
| 1Y | -1.0% | -7.0% | +6.0% | -0.8% |
| 3Y | +15.1% | -27.5% | +42.5% | +17.2% |
| 5Y | -5.2% | -43.3% | +38.1% | -3.9% |
| All | -5.2% | -44.2% | +39.0% | -3.9% |
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 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