-2.6%
LQD vs PATH
-7.3%
+4.7%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 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% | -2.2% |
| 6M | -3.1% | +40.1% | -43.2% | -3.2% |
| YTD | -3.0% | -19.0% | +16.1% | -3.1% |
| 1Y | -2.6% | -5.8% | +3.3% | -2.6% |
| All | -2.6% | -7.3% | +4.7% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling