-4.4%
LQD vs MA
+86.6%
-91.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | +0.5% | +9.6% | -9.1% | -0.3% |
| 3M | -2.3% | +16.8% | -19.1% | -3.7% |
| 6M | -3.1% | +35.2% | -38.2% | -5.8% |
| YTD | -3.0% | +16.6% | -19.5% | -4.5% |
| 1Y | -2.6% | +19.8% | -22.3% | -4.3% |
| 3Y | +15.2% | +70.7% | -55.5% | +8.3% |
| All | -4.4% | +86.6% | -91.0% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling