+26.6%
LQD vs LSCC
+1,486.2%
-1,459.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.4% | -10.3% | -0.2% |
| 7D | -0.5% | +14.5% | -15.0% | -0.9% |
| 30D | +1.7% | -0.1% | +1.8% | +1.6% |
| 3M | -0.7% | -2.7% | +2.0% | -0.8% |
| 6M | -2.2% | -4.8% | +2.6% | -2.5% |
| YTD | -1.9% | +66.9% | -68.7% | -3.9% |
| 1Y | -2.0% | +85.8% | -87.9% | -4.4% |
| 3Y | +16.5% | +115.6% | -99.1% | +11.9% |
| 5Y | -4.2% | +48.8% | -53.0% | -8.0% |
| All | +26.6% | +1,486.2% | -1,459.6% | +17.7% |
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