+78.2%
LQD vs LYB
+624.6%
-546.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | -1.3% | +2.5% | -3.7% | -1.3% |
| 3M | -3.2% | +1.4% | -4.6% | -3.2% |
| 6M | -2.1% | -3.5% | +1.4% | -2.2% |
| YTD | -2.4% | +52.0% | -54.3% | -3.1% |
| 1Y | -2.7% | +22.1% | -24.7% | -3.1% |
| 3Y | +14.2% | -22.8% | +37.0% | +14.2% |
| 5Y | -5.8% | -3.4% | -2.4% | -6.1% |
| 10Y | +22.2% | +47.4% | -25.2% | +21.2% |
| All | +78.2% | +624.6% | -546.4% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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