+189.9%
LQD vs ON
+3,563.9%
-3,374.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.1% |
| 7D | +0.2% | -2.2% | +2.4% | +0.3% |
| 30D | -0.6% | -12.4% | +11.8% | -0.4% |
| 3M | -1.2% | -41.2% | +40.0% | -0.5% |
| 6M | -1.9% | +25.0% | -26.9% | -2.5% |
| YTD | -1.3% | +31.3% | -32.5% | -2.0% |
| 1Y | -1.0% | +45.4% | -46.4% | -1.9% |
| 3Y | +15.2% | -27.4% | +42.7% | +14.9% |
| 5Y | -4.4% | +58.5% | -62.9% | -6.0% |
| 10Y | +22.6% | +561.8% | -539.2% | +18.6% |
| All | +189.9% | +3,563.9% | -3,374.0% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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