-5.2%
LQD vs M
+22.2%
-27.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | 0.0% |
| 7D | 0.0% | -4.1% | +4.0% | +0.1% |
| 30D | -0.2% | -13.6% | +13.4% | +0.2% |
| 3M | -1.7% | -2.3% | +0.6% | -1.7% |
| 6M | -2.7% | +21.9% | -24.6% | -3.3% |
| YTD | -1.4% | -0.6% | -0.8% | -1.6% |
| 1Y | -1.0% | +29.7% | -30.7% | -1.9% |
| 3Y | +15.1% | +107.3% | -92.2% | +11.5% |
| 5Y | -5.2% | +20.5% | -25.7% | -7.3% |
| All | -5.2% | +22.2% | -27.4% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling