+14.2%
LQD vs MKSI
+190.8%
-176.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | -1.1% | +2.7% | -3.8% | -1.2% |
| 30D | -1.3% | -12.8% | +11.5% | -0.9% |
| 3M | -3.2% | -22.5% | +19.3% | -2.7% |
| 6M | -2.1% | +19.4% | -21.5% | -3.2% |
| YTD | -2.4% | +67.7% | -70.1% | -4.7% |
| 1Y | -2.7% | +131.4% | -134.1% | -6.2% |
| 3Y | +14.2% | +197.3% | -183.1% | +4.2% |
| All | +14.2% | +190.8% | -176.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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