-1.1%
LQD vs PATH
-76.8%
+75.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.6% | +16.6% | +0.5% |
| 7D | -0.4% | -16.3% | +15.9% | +0.1% |
| 30D | -0.8% | +9.9% | -10.7% | -1.2% |
| 3M | -1.9% | +30.2% | -32.1% | -2.9% |
| 6M | -2.7% | +37.2% | -39.9% | -3.9% |
| YTD | -1.3% | -7.3% | +6.1% | -1.4% |
| 1Y | 0.0% | +40.0% | -40.0% | -2.0% |
| 3Y | +14.9% | -4.4% | +19.3% | +12.8% |
| 5Y | -4.6% | -76.0% | +71.5% | -5.9% |
| All | -1.1% | -76.8% | +75.8% | -2.3% |
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