-1.8%
LQD vs PATH
-80.1%
+78.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.3% |
| 7D | +0.4% | -5.6% | +6.0% | +0.6% |
| 30D | +2.5% | -0.7% | +3.2% | +2.5% |
| 3M | -1.5% | -5.9% | +4.3% | -1.5% |
| 6M | -2.1% | +21.6% | -23.7% | -3.0% |
| YTD | -2.0% | -20.6% | +18.6% | -1.8% |
| 1Y | -1.4% | -10.6% | +9.2% | -1.7% |
| 3Y | +16.6% | -24.9% | +41.5% | +15.5% |
| 5Y | -5.6% | -76.8% | +71.3% | -6.5% |
| All | -1.8% | -80.1% | +78.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling