-4.9%
LQD vs PATH
-77.2%
+72.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +0.2% | -2.3% | +2.4% | +0.2% |
| 30D | +1.4% | -4.8% | +6.3% | +1.6% |
| 3M | -1.1% | -17.7% | +16.6% | -0.6% |
| 6M | -2.9% | +18.9% | -21.8% | -3.8% |
| YTD | -2.3% | -21.7% | +19.4% | -2.0% |
| 1Y | -2.1% | -9.6% | +7.5% | -2.4% |
| 3Y | +15.9% | -25.8% | +41.8% | +14.8% |
| 5Y | -4.9% | -77.1% | +72.2% | -5.0% |
| All | -4.9% | -77.2% | +72.3% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling