-5.8%
LQD vs O
+14.0%
-19.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -1.1% | -3.5% | +2.4% | -0.5% |
| 30D | -1.1% | -3.3% | +2.2% | -0.6% |
| 3M | -2.3% | -2.8% | +0.5% | -1.9% |
| 6M | -2.9% | -5.8% | +2.9% | -2.0% |
| YTD | -2.3% | +9.4% | -11.7% | -4.1% |
| 1Y | -2.2% | +5.7% | -7.9% | -3.4% |
| 3Y | +14.0% | +27.2% | -13.2% | +7.7% |
| 5Y | -5.8% | +17.2% | -23.0% | -10.5% |
| All | -5.8% | +14.0% | -19.8% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling