+184.9%
LQD vs COO
+1,014.4%
-829.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +0.5% | +14.2% | -13.6% | +0.2% |
| 3M | -2.3% | -18.2% | +15.9% | -1.8% |
| 6M | -3.1% | +5.3% | -8.4% | -3.3% |
| YTD | -3.0% | -23.6% | +20.6% | -2.4% |
| 1Y | -2.6% | -12.7% | +10.1% | -2.3% |
| 3Y | +15.2% | -24.2% | +39.4% | +15.7% |
| 5Y | -5.2% | -40.0% | +34.8% | -4.6% |
| 10Y | +24.6% | +41.6% | -17.0% | +24.3% |
| All | +184.9% | +1,014.4% | -829.5% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling