+22.2%
LQD vs O
+54.0%
-31.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.1% | -2.9% | +1.8% | -0.8% |
| 30D | -1.3% | -4.5% | +3.2% | -0.8% |
| 3M | -3.2% | -2.6% | -0.6% | -3.0% |
| 6M | -2.1% | -5.6% | +3.5% | -1.6% |
| YTD | -2.4% | +9.3% | -11.6% | -3.4% |
| 1Y | -2.7% | +4.3% | -7.0% | -3.2% |
| 3Y | +14.2% | +27.4% | -13.2% | +10.8% |
| 5Y | -5.8% | +17.1% | -22.9% | -8.0% |
| All | +22.2% | +54.0% | -31.9% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling