+189.9%
LQD vs COST
+3,733.0%
-3,543.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.2% | -3.2% | +3.4% | +0.3% |
| 30D | -0.6% | -4.0% | +3.4% | -0.5% |
| 3M | -1.2% | -6.5% | +5.3% | -1.0% |
| 6M | -1.9% | -8.5% | +6.6% | -1.7% |
| YTD | -1.3% | +6.0% | -7.3% | -1.5% |
| 1Y | -1.0% | -5.8% | +4.8% | -0.9% |
| 3Y | +15.2% | +71.8% | -56.6% | +13.6% |
| 5Y | -4.4% | +106.2% | -110.6% | -6.2% |
| 10Y | +22.6% | +602.0% | -579.5% | +19.1% |
| All | +189.9% | +3,733.0% | -3,543.1% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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