-4.4%
LQD vs COP
+133.8%
-138.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -1.6% | +4.4% | -6.1% | -1.6% |
| 30D | +0.5% | 0.0% | +0.6% | +0.5% |
| 3M | -2.3% | +15.0% | -17.3% | -2.3% |
| 6M | -3.1% | +22.0% | -25.1% | -3.0% |
| YTD | -3.0% | +55.3% | -58.3% | -3.1% |
| 1Y | -2.6% | +64.1% | -66.7% | -2.7% |
| 3Y | +15.2% | +34.1% | -18.9% | +14.8% |
| All | -4.4% | +133.8% | -138.2% | -2.6% |
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