+189.9%
LQD vs LSCC
+1,666.8%
-1,476.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | 0.0% |
| 7D | -0.4% | +1.3% | -1.7% | -0.4% |
| 30D | -0.8% | -9.7% | +8.9% | -0.7% |
| 3M | -1.9% | -23.7% | +21.8% | -1.7% |
| 6M | -2.7% | +26.5% | -29.1% | -3.0% |
| YTD | -1.3% | +57.5% | -58.8% | -1.9% |
| 1Y | 0.0% | +75.7% | -75.7% | -0.8% |
| 3Y | +14.9% | +19.5% | -4.6% | +14.0% |
| 5Y | -4.6% | +83.8% | -88.3% | -5.9% |
| 10Y | +22.0% | +1,772.4% | -1,750.4% | +20.1% |
| All | +189.9% | +1,666.8% | -1,476.8% | +182.2% |
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