+141.3%
LQD vs MOH
+1,358.8%
-1,217.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | -1.1% | +1.7% | -2.8% | -1.1% |
| 30D | -1.3% | -0.9% | -0.4% | -1.3% |
| 3M | -3.2% | +5.7% | -8.9% | -3.3% |
| 6M | -2.1% | +39.1% | -41.3% | -2.6% |
| YTD | -2.4% | +17.7% | -20.0% | -2.7% |
| 1Y | -2.7% | +8.4% | -11.0% | -3.0% |
| 3Y | +14.2% | -36.6% | +50.8% | +14.4% |
| 5Y | -5.8% | -19.1% | +13.3% | -6.0% |
| 10Y | +22.2% | +262.8% | -240.7% | +19.4% |
| All | +141.3% | +1,358.8% | -1,217.5% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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