+25.5%
LQD vs CP
+259.0%
-233.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -1.5% | +0.9% | -2.4% | -1.6% |
| 30D | +0.9% | +10.3% | -9.5% | +0.2% |
| 3M | -1.7% | +2.3% | -4.0% | -1.9% |
| 6M | -2.8% | +10.7% | -13.5% | -3.5% |
| YTD | -2.8% | +29.3% | -32.1% | -4.5% |
| 1Y | -2.8% | +31.5% | -34.3% | -4.7% |
| 3Y | +15.5% | +36.7% | -21.3% | +12.6% |
| 5Y | -4.9% | +26.8% | -31.7% | -7.2% |
| All | +25.5% | +259.0% | -233.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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