-1.2%
LQD vs PL
+81.7%
-82.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | +0.2% | -7.5% | +7.8% | +0.4% |
| 30D | -0.6% | -25.6% | +25.0% | -0.1% |
| 3M | -1.2% | -45.6% | +44.4% | -0.2% |
| 6M | -1.9% | -29.5% | +27.6% | -1.8% |
| YTD | -1.3% | -9.7% | +8.4% | -1.7% |
| 1Y | -1.0% | +84.4% | -85.4% | -3.3% |
| 3Y | +15.2% | +550.0% | -534.8% | +6.7% |
| 5Y | -4.4% | +79.0% | -83.4% | -11.0% |
| All | -1.2% | +81.7% | -82.9% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling