+26.0%
LQD vs P
+686.0%
-660.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.4% | 0.0% |
| 7D | -0.5% | -4.7% | +4.2% | -0.4% |
| 30D | +1.7% | -31.4% | +33.2% | +2.6% |
| 3M | -0.7% | -2.6% | +1.9% | -0.9% |
| 6M | -2.2% | +21.9% | -24.2% | -3.2% |
| YTD | -1.9% | +58.9% | -60.8% | -3.7% |
| 1Y | -2.0% | +21.7% | -23.8% | -3.3% |
| 3Y | +16.5% | +193.3% | -176.8% | +10.6% |
| 5Y | -4.2% | +275.1% | -279.3% | -10.3% |
| 10Y | +26.0% | +655.3% | -629.4% | +15.3% |
| All | +26.0% | +686.0% | -660.0% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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