+14.2%
LQD vs COP
+21.9%
-7.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -1.1% | +1.0% | -2.1% | -1.1% |
| 30D | -1.1% | +9.6% | -10.7% | -1.0% |
| 3M | -2.3% | +15.0% | -17.4% | -2.1% |
| 6M | -2.9% | +21.8% | -24.6% | -2.7% |
| YTD | -2.3% | +49.6% | -51.9% | -2.4% |
| 1Y | -2.2% | +49.9% | -52.1% | -2.2% |
| All | +14.2% | +21.9% | -7.7% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling