-1.6%
LQD vs NTRS
+42.7%
-44.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.4% | +0.6% |
| 7D | +0.4% | +3.6% | -3.1% | +0.3% |
| 30D | +2.6% | +4.3% | -1.7% | +2.4% |
| 3M | -1.7% | -1.9% | +0.2% | -1.7% |
| 6M | -1.9% | +11.4% | -13.4% | -2.5% |
| YTD | -2.2% | +32.3% | -34.5% | -4.0% |
| All | -1.6% | +42.7% | -44.3% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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