+188.6%
LQD vs LSCC
+1,500.9%
-1,312.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.3% | -0.2% |
| 7D | +0.2% | +13.0% | -12.7% | +0.1% |
| 30D | +2.4% | -19.8% | +22.2% | +2.6% |
| 3M | -0.9% | -18.4% | +17.5% | -0.7% |
| 6M | -2.3% | -16.1% | +13.8% | -2.3% |
| YTD | -1.7% | +42.7% | -44.5% | -2.3% |
| 1Y | -1.6% | +68.0% | -69.6% | -2.4% |
| 3Y | +17.6% | +85.8% | -68.3% | +16.2% |
| 5Y | -5.3% | +28.0% | -33.3% | -6.4% |
| 10Y | +23.3% | +1,255.1% | -1,231.8% | +21.4% |
| All | +188.6% | +1,500.9% | -1,312.3% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling