-1.9%
LQD vs PATH
-80.2%
+78.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.2% | -5.3% | +5.6% | +0.4% |
| 30D | +2.4% | -0.5% | +2.9% | +2.4% |
| 3M | -1.3% | -7.1% | +5.8% | -1.2% |
| 6M | -2.7% | +23.8% | -26.6% | -3.7% |
| YTD | -2.2% | -20.7% | +18.5% | -1.9% |
| 1Y | -2.1% | -8.1% | +6.0% | -2.4% |
| 3Y | +17.1% | -21.8% | +38.9% | +15.8% |
| 5Y | -5.7% | -76.8% | +71.2% | -6.6% |
| All | -1.9% | -80.2% | +78.2% | -2.7% |
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