-1.9%
LQD vs MAR
+62.0%
-63.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.6% |
| 7D | +0.4% | +7.7% | -7.3% | 0.0% |
| 30D | +2.6% | +19.4% | -16.8% | +1.5% |
| 3M | -1.7% | +23.3% | -25.0% | -3.0% |
| 6M | -1.9% | +22.8% | -24.8% | -3.3% |
| YTD | -2.2% | +37.8% | -39.9% | -4.1% |
| 1Y | -1.9% | +57.4% | -59.2% | -4.1% |
| All | -1.9% | +62.0% | -63.9% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling