+189.9%
LQD vs LH
+1,182.2%
-992.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.2% | -0.8% | +1.1% | +0.3% |
| 30D | -0.6% | +2.0% | -2.6% | -0.7% |
| 3M | -1.2% | +24.3% | -25.5% | -2.3% |
| 6M | -1.9% | +21.1% | -23.0% | -2.9% |
| YTD | -1.3% | +30.4% | -31.7% | -2.6% |
| 1Y | -1.0% | +18.4% | -19.4% | -1.9% |
| 3Y | +15.2% | +65.5% | -50.2% | +12.2% |
| 5Y | -4.4% | +29.9% | -34.3% | -6.3% |
| 10Y | +22.6% | +186.6% | -164.0% | +16.1% |
| All | +189.9% | +1,182.2% | -992.3% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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