+14.2%
LQD vs LVS
-7.9%
+22.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -1.1% | -3.5% | +2.4% | -1.0% |
| 30D | -1.3% | -6.2% | +5.0% | -1.1% |
| 3M | -3.2% | -14.8% | +11.6% | -2.7% |
| 6M | -2.1% | -20.9% | +18.7% | -1.4% |
| YTD | -2.4% | -33.0% | +30.7% | -1.0% |
| 1Y | -2.7% | -20.0% | +17.3% | -2.1% |
| 3Y | +14.2% | -6.9% | +21.1% | +13.2% |
| All | +14.2% | -7.9% | +22.0% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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