-1.5%
LQD vs PATH
-80.2%
+78.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.2% | -5.3% | +5.6% | +0.4% |
| 30D | +2.4% | -0.5% | +2.9% | +2.4% |
| 3M | -0.9% | -7.1% | +6.3% | -0.8% |
| 6M | -2.3% | +23.8% | -26.1% | -3.3% |
| YTD | -1.7% | -20.7% | +19.0% | -1.5% |
| 1Y | -1.6% | -8.1% | +6.4% | -2.0% |
| 3Y | +17.6% | -21.8% | +39.4% | +16.3% |
| 5Y | -5.3% | -76.8% | +71.6% | -6.2% |
| All | -1.5% | -80.2% | +78.6% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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