+14.2%
LQD vs O
+26.7%
-12.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.1% | -2.9% | +1.8% | -0.7% |
| 30D | -1.3% | -4.5% | +3.2% | -0.6% |
| 3M | -3.2% | -2.6% | -0.6% | -2.9% |
| 6M | -2.1% | -5.6% | +3.5% | -1.4% |
| YTD | -2.4% | +9.3% | -11.6% | -4.1% |
| 1Y | -2.7% | +4.3% | -7.0% | -3.6% |
| 3Y | +14.2% | +27.4% | -13.2% | +7.9% |
| All | +14.2% | +26.7% | -12.5% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling