-4.6%
LQD vs LTH
+180.7%
-185.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | -1.6% | -1.3% | -0.4% | -1.6% |
| 30D | +0.5% | +15.7% | -15.1% | -0.3% |
| 3M | -2.3% | +5.0% | -7.3% | -2.6% |
| 6M | -3.1% | +37.7% | -40.7% | -4.9% |
| YTD | -3.0% | +75.0% | -78.0% | -6.4% |
| 1Y | -2.6% | +82.6% | -85.2% | -6.2% |
| 3Y | +15.2% | +241.3% | -226.1% | +5.7% |
| 5Y | -5.2% | +135.4% | -140.6% | -14.7% |
| All | -4.6% | +180.7% | -185.3% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling