-5.8%
LQD vs ONTO
+246.7%
-252.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.8% |
| 7D | -1.1% | +6.5% | -7.6% | -1.3% |
| 30D | -1.1% | -15.9% | +14.8% | -0.7% |
| 3M | -2.3% | -0.2% | -2.2% | -2.8% |
| 6M | -2.9% | +38.7% | -41.6% | -4.5% |
| YTD | -2.3% | +70.4% | -72.7% | -4.6% |
| 1Y | -2.2% | +153.6% | -155.8% | -5.9% |
| 3Y | +14.0% | +109.2% | -95.2% | +7.6% |
| 5Y | -5.8% | +249.7% | -255.5% | -14.8% |
| All | -5.8% | +246.7% | -252.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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