-4.9%
LQD vs COP
+188.0%
-192.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -0.2% | +11.7% | -11.9% | -0.2% |
| 3M | -1.7% | +17.7% | -19.4% | -1.6% |
| 6M | -2.7% | +18.3% | -21.0% | -2.7% |
| YTD | -1.4% | +49.1% | -50.5% | -1.6% |
| 1Y | -1.0% | +53.3% | -54.3% | -1.2% |
| 3Y | +15.1% | +22.2% | -7.1% | +14.7% |
| All | -4.9% | +188.0% | -192.9% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling