+15.2%
LQD vs MA
+40.0%
-24.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +0.2% | -1.8% | +2.0% | +0.4% |
| 30D | -0.6% | +1.4% | -2.0% | -0.7% |
| 3M | -1.2% | +17.7% | -19.0% | -2.3% |
| 6M | -1.9% | +9.7% | -11.6% | -2.6% |
| YTD | -1.3% | +0.5% | -1.8% | -1.3% |
| 1Y | -1.0% | -2.1% | +1.1% | -0.8% |
| 3Y | +15.2% | +40.1% | -24.9% | +12.5% |
| All | +15.2% | +40.0% | -24.8% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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