+23.3%
LQD vs CP
+235.1%
-211.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -0.2% | -0.5% | +0.3% | -0.2% |
| 3M | -1.7% | +0.1% | -1.8% | -1.7% |
| 6M | -2.7% | +7.8% | -10.5% | -3.2% |
| YTD | -1.4% | +22.9% | -24.3% | -2.9% |
| 1Y | -1.0% | +21.3% | -22.3% | -2.4% |
| 3Y | +15.1% | +20.4% | -5.3% | +13.1% |
| 5Y | -5.2% | +34.9% | -40.1% | -7.6% |
| All | +23.3% | +235.1% | -211.8% | +16.5% |
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