+189.9%
LQD vs CSX
+3,683.0%
-3,493.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.4% | -3.4% | +3.0% | -0.3% |
| 30D | -0.8% | -3.1% | +2.3% | -0.7% |
| 3M | -1.9% | +7.2% | -9.1% | -2.1% |
| 6M | -2.7% | +16.2% | -18.8% | -2.9% |
| YTD | -1.3% | +37.5% | -38.8% | -1.9% |
| 1Y | 0.0% | +53.2% | -53.2% | -0.8% |
| 3Y | +14.9% | +68.2% | -53.3% | +13.7% |
| 5Y | -4.6% | +65.2% | -69.8% | -5.6% |
| 10Y | +22.0% | +504.1% | -482.1% | +19.5% |
| All | +189.9% | +3,683.0% | -3,493.0% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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