+186.8%
LQD vs NYT
+102.0%
+84.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -1.1% | -0.6% | -0.5% | -1.1% |
| 30D | -1.3% | +4.6% | -5.9% | -1.3% |
| 3M | -3.2% | -9.6% | +6.4% | -3.2% |
| 6M | -2.1% | -14.0% | +11.9% | -2.0% |
| YTD | -2.4% | -2.8% | +0.5% | -2.3% |
| 1Y | -2.7% | +15.6% | -18.3% | -2.8% |
| 3Y | +14.2% | +56.3% | -42.1% | +13.8% |
| 5Y | -5.8% | +39.5% | -45.3% | -6.3% |
| 10Y | +22.2% | +488.0% | -465.9% | +23.3% |
| All | +186.8% | +102.0% | +84.7% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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