+22.2%
LQD vs COR
+406.5%
-384.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.1% | -2.8% | +1.7% | -1.1% |
| 30D | -1.3% | +2.6% | -3.8% | -1.3% |
| 3M | -3.2% | +14.5% | -17.7% | -3.4% |
| 6M | -2.1% | -7.8% | +5.7% | -2.0% |
| YTD | -2.4% | -4.2% | +1.9% | -2.3% |
| 1Y | -2.7% | +7.0% | -9.7% | -2.8% |
| 3Y | +14.2% | +85.5% | -71.3% | +13.3% |
| 5Y | -5.8% | +181.2% | -187.0% | -6.8% |
| All | +22.2% | +406.5% | -384.3% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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