+33.6%
LQD vs P
+485.4%
-451.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -0.4% | +6.5% | -6.9% | -0.5% |
| 30D | -0.8% | +18.8% | -19.6% | -1.2% |
| 3M | -1.9% | +26.7% | -28.7% | -2.6% |
| 6M | -2.7% | +62.2% | -64.8% | -4.0% |
| YTD | -1.3% | +48.5% | -49.8% | -2.5% |
| 1Y | 0.0% | +26.4% | -26.4% | -1.1% |
| 3Y | +14.9% | +159.4% | -144.5% | +10.5% |
| 5Y | -4.6% | +275.8% | -280.4% | -9.4% |
| 10Y | +22.0% | +732.0% | -710.0% | +13.9% |
| All | +33.6% | +485.4% | -451.8% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling