+15.2%
LQD vs PL
+536.4%
-521.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -1.6% | +10.0% | -11.7% | -1.8% |
| 30D | +0.5% | -2.3% | +2.8% | +0.5% |
| 3M | -2.3% | -44.2% | +41.9% | -1.7% |
| 6M | -3.1% | -66.1% | +63.0% | -1.9% |
| YTD | -3.0% | -30.0% | +27.0% | -3.0% |
| 1Y | -2.6% | +21.0% | -23.6% | -3.4% |
| 3Y | +15.2% | +516.5% | -501.3% | +7.8% |
| All | +15.2% | +536.4% | -521.2% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling