+22.2%
LQD vs OMC
+34.2%
-12.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -1.1% | -4.4% | +3.3% | -0.9% |
| 30D | -1.3% | -7.6% | +6.3% | -0.9% |
| 3M | -3.2% | +4.5% | -7.7% | -3.5% |
| 6M | -2.1% | -0.3% | -1.9% | -2.2% |
| YTD | -2.4% | -0.1% | -2.2% | -2.6% |
| 1Y | -2.7% | +4.6% | -7.3% | -3.2% |
| 3Y | +14.2% | +10.5% | +3.7% | +13.0% |
| 5Y | -5.8% | +31.7% | -37.5% | -7.9% |
| All | +22.2% | +34.2% | -12.1% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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