+22.2%
LQD vs COP
+345.8%
-323.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | -1.1% | +2.3% | -3.4% | -1.1% |
| 30D | -1.3% | +8.6% | -9.9% | -1.4% |
| 3M | -3.2% | +19.9% | -23.1% | -3.5% |
| 6M | -2.1% | +19.0% | -21.2% | -2.4% |
| YTD | -2.4% | +50.0% | -52.3% | -3.0% |
| 1Y | -2.7% | +50.5% | -53.2% | -3.4% |
| 3Y | +14.2% | +25.2% | -11.0% | +13.5% |
| 5Y | -5.8% | +194.3% | -200.1% | -8.2% |
| All | +22.2% | +345.8% | -323.7% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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