+15.2%
LQD vs M
+120.4%
-105.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.1% |
| 7D | +0.2% | +2.4% | -2.1% | +0.2% |
| 30D | -0.6% | -11.6% | +11.0% | -0.2% |
| 3M | -1.2% | +1.6% | -2.8% | -1.3% |
| 6M | -1.9% | +25.2% | -27.2% | -2.6% |
| YTD | -1.3% | +3.8% | -5.0% | -1.5% |
| 1Y | -1.0% | +36.3% | -37.4% | -2.1% |
| 3Y | +15.2% | +116.3% | -101.1% | +11.0% |
| All | +15.2% | +120.4% | -105.2% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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