-4.9%
LQD vs P
+256.4%
-261.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.7% |
| 7D | +0.2% | -13.3% | +13.5% | +0.4% |
| 30D | +1.4% | -34.0% | +35.4% | +2.2% |
| 3M | -1.1% | +4.1% | -5.2% | -1.5% |
| 6M | -2.9% | +30.5% | -33.4% | -4.0% |
| YTD | -2.3% | +52.2% | -54.5% | -3.9% |
| 1Y | -2.1% | +10.3% | -12.4% | -3.0% |
| 3Y | +15.9% | +180.9% | -164.9% | +9.4% |
| 5Y | -4.9% | +259.7% | -264.6% | -11.1% |
| All | -4.9% | +256.4% | -261.4% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling