+186.8%
LQD vs M
+163.4%
+23.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +0.2% | +5.0% | -4.9% | +0.1% |
| 30D | +1.4% | +10.6% | -9.2% | +1.3% |
| 3M | -1.1% | +1.6% | -2.7% | -1.2% |
| 6M | -2.9% | +30.8% | -33.8% | -3.3% |
| YTD | -2.3% | +16.9% | -19.2% | -2.6% |
| 1Y | -2.1% | +26.3% | -28.4% | -2.5% |
| 3Y | +15.9% | +158.6% | -142.7% | +14.2% |
| 5Y | -4.9% | +2.1% | -7.0% | -5.8% |
| 10Y | +24.8% | -4.3% | +29.2% | +22.3% |
| All | +186.8% | +163.4% | +23.4% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling