-2.8%
LQD vs PATH
-79.7%
+77.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -1.6% | +2.1% | -3.7% | -1.7% |
| 30D | +0.5% | +1.6% | -1.1% | +0.5% |
| 3M | -2.3% | -20.4% | +18.1% | -1.8% |
| 6M | -3.1% | +40.1% | -43.2% | -4.3% |
| YTD | -3.0% | -19.0% | +16.1% | -2.8% |
| 1Y | -2.6% | -5.8% | +3.3% | -3.0% |
| 3Y | +15.2% | -22.9% | +38.1% | +14.0% |
| 5Y | -5.2% | -75.3% | +70.1% | -6.2% |
| All | -2.8% | -79.7% | +77.0% | -3.6% |
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