+15.5%
LQD vs LTH
+159.8%
-144.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +0.2% | +1.5% | -1.3% | +0.2% |
| 30D | -0.6% | -3.1% | +2.5% | -0.5% |
| 3M | -1.2% | +28.1% | -29.3% | -2.5% |
| 6M | -1.9% | +67.4% | -69.3% | -4.7% |
| YTD | -1.3% | +59.8% | -61.0% | -3.9% |
| 1Y | -1.0% | +45.6% | -46.6% | -3.3% |
| All | +15.5% | +159.8% | -144.3% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 3y: compounded portfolio wealth divided by compounded LTH 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…
3y analysis · Full analysis span regression · 6 months rolling