+189.9%
LQD vs COP
+1,435.4%
-1,245.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.2% | -0.8% | +1.1% | +0.3% |
| 30D | -0.6% | +15.6% | -16.2% | -0.8% |
| 3M | -1.2% | +14.3% | -15.5% | -1.4% |
| 6M | -1.9% | +17.0% | -18.9% | -2.2% |
| YTD | -1.3% | +47.4% | -48.7% | -2.0% |
| 1Y | -1.0% | +52.4% | -53.4% | -1.8% |
| 3Y | +15.2% | +20.8% | -5.6% | +14.6% |
| 5Y | -4.4% | +191.7% | -196.1% | -6.8% |
| 10Y | +22.6% | +325.1% | -302.5% | +17.3% |
| All | +189.9% | +1,435.4% | -1,245.5% | +178.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling