-5.0%
LQD vs PL
+20.8%
-25.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.4% | -10.5% | -0.3% |
| 7D | +0.2% | -6.8% | +7.1% | +0.4% |
| 30D | +2.4% | -29.3% | +31.7% | +3.0% |
| 3M | -0.9% | -44.8% | +43.9% | +0.1% |
| 6M | -2.3% | -68.4% | +66.1% | -0.5% |
| YTD | -1.7% | -36.4% | +34.6% | -1.6% |
| 1Y | -1.6% | +0.7% | -2.4% | -2.7% |
| 3Y | +17.6% | +455.3% | -437.7% | +8.9% |
| All | -5.0% | +20.8% | -25.8% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling