+15.2%
LQD vs GS
+202.3%
-187.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -1.6% | +5.9% | -7.5% | -2.0% |
| 30D | +0.5% | +4.3% | -3.8% | +0.2% |
| 3M | -2.3% | -11.7% | +9.3% | -1.7% |
| 6M | -3.1% | -3.2% | +0.1% | -3.1% |
| YTD | -3.0% | +5.8% | -8.8% | -3.6% |
| 1Y | -2.6% | +16.0% | -18.6% | -3.7% |
| 3Y | +15.2% | +199.8% | -184.6% | +2.7% |
| All | +15.2% | +202.3% | -187.1% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 3y: compounded portfolio wealth divided by compounded GS 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…
3y analysis · Full analysis span regression · 6 months rolling