+185.6%
LQD vs LIN
+2,919.9%
-2,734.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -1.5% | +0.2% | -1.8% | -1.5% |
| 30D | +0.9% | +6.2% | -5.3% | +0.6% |
| 3M | -1.7% | +9.3% | -11.0% | -2.0% |
| 6M | -2.8% | +4.4% | -7.1% | -3.0% |
| YTD | -2.8% | +23.7% | -26.5% | -3.6% |
| 1Y | -2.8% | +23.5% | -26.3% | -3.7% |
| 3Y | +15.5% | +35.8% | -20.3% | +13.9% |
| 5Y | -4.9% | +65.9% | -70.8% | -7.1% |
| 10Y | +24.9% | +423.1% | -398.3% | +19.0% |
| All | +185.6% | +2,919.9% | -2,734.3% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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