-4.4%
LQD vs CP
+34.0%
-38.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.2% | +2.4% | -2.2% | 0.0% |
| 30D | -0.6% | -0.5% | -0.1% | -0.6% |
| 3M | -1.2% | +1.4% | -2.6% | -1.4% |
| 6M | -1.9% | +10.3% | -12.3% | -2.9% |
| YTD | -1.3% | +24.3% | -25.6% | -3.2% |
| 1Y | -1.0% | +20.4% | -21.5% | -2.8% |
| 3Y | +15.2% | +21.8% | -6.5% | +12.5% |
| 5Y | -4.4% | +31.5% | -35.9% | -7.2% |
| All | -4.4% | +34.0% | -38.4% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling