+15.7%
LQD vs PATH
-3.6%
+19.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.6% | +16.6% | +0.3% |
| 7D | -0.4% | -16.3% | +15.9% | -0.1% |
| 30D | -0.8% | +9.9% | -10.7% | -1.0% |
| 3M | -1.9% | +30.2% | -32.1% | -2.5% |
| 6M | -2.7% | +37.2% | -39.9% | -3.5% |
| YTD | -1.3% | -7.3% | +6.1% | -1.3% |
| 1Y | 0.0% | +40.0% | -40.0% | -1.6% |
| All | +15.7% | -3.6% | +19.3% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling