+22.6%
LQD vs LSCC
+1,791.9%
-1,769.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | +0.2% | +5.2% | -5.0% | +0.1% |
| 30D | -0.6% | -9.6% | +9.1% | -0.3% |
| 3M | -1.2% | -17.8% | +16.6% | -0.8% |
| 6M | -1.9% | +37.4% | -39.4% | -3.2% |
| YTD | -1.3% | +59.7% | -60.9% | -3.0% |
| 1Y | -1.0% | +76.2% | -77.2% | -3.2% |
| 3Y | +15.2% | +28.2% | -12.9% | +12.8% |
| 5Y | -4.4% | +87.2% | -91.6% | -8.4% |
| 10Y | +22.6% | +1,795.0% | -1,772.4% | +13.9% |
| All | +22.6% | +1,791.9% | -1,769.4% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling