-2.8%
LQD vs PL
+10.1%
-12.9%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.9% |
| 7D | -1.5% | +22.3% | -23.8% | -1.7% |
| 30D | +0.9% | -8.3% | +9.2% | +0.9% |
| 3M | -1.7% | -43.3% | +41.6% | -1.3% |
| 6M | -2.8% | -65.8% | +63.1% | -2.2% |
| YTD | -2.8% | -29.5% | +26.8% | -2.0% |
| 1Y | -2.8% | +11.7% | -14.5% | -2.1% |
| All | -2.8% | +10.1% | -12.9% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling