+186.8%
LQD vs NTRS
+758.7%
-571.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.1% | +1.4% | -2.5% | -1.1% |
| 30D | -1.3% | -0.7% | -0.6% | -1.3% |
| 3M | -3.2% | +11.3% | -14.5% | -3.4% |
| 6M | -2.1% | +35.5% | -37.7% | -2.7% |
| YTD | -2.4% | +40.6% | -42.9% | -3.0% |
| 1Y | -2.7% | +49.2% | -51.9% | -3.4% |
| 3Y | +14.2% | +167.2% | -153.0% | +12.0% |
| 5Y | -5.8% | +94.9% | -100.7% | -7.4% |
| 10Y | +22.2% | +259.5% | -237.3% | +19.1% |
| All | +186.8% | +758.7% | -571.9% | +190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling