-4.4%
LQD vs CTAS
+115.9%
-120.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -1.6% | +2.0% | -3.6% | -1.9% |
| 30D | +0.5% | +8.7% | -8.2% | -0.4% |
| 3M | -2.3% | +13.3% | -15.6% | -3.7% |
| 6M | -3.1% | +39.4% | -42.4% | -6.8% |
| YTD | -3.0% | +21.5% | -24.5% | -5.3% |
| 1Y | -2.6% | +21.9% | -24.4% | -4.9% |
| 3Y | +15.2% | +73.6% | -58.5% | +5.4% |
| All | -4.4% | +115.9% | -120.3% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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