+17.6%
LQD vs PATH
-24.4%
+42.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.2% | -5.3% | +5.6% | +0.3% |
| 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% | -2.8% |
| YTD | -1.7% | -20.7% | +19.0% | -1.5% |
| 1Y | -1.6% | -8.1% | +6.4% | -1.8% |
| 3Y | +17.6% | -21.8% | +39.4% | +16.5% |
| All | +17.6% | -24.4% | +42.0% | +16.5% |
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