-1.2%
LQD vs PL
+84.9%
-86.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | 0.0% |
| 7D | -0.4% | -9.3% | +8.9% | -0.2% |
| 30D | -0.8% | -18.9% | +18.2% | -0.4% |
| 3M | -1.9% | -58.4% | +56.4% | -0.5% |
| 6M | -2.7% | -30.3% | +27.7% | -2.5% |
| YTD | -1.3% | -8.1% | +6.8% | -1.7% |
| 1Y | 0.0% | +180.5% | -180.5% | -3.5% |
| 3Y | +14.9% | +444.1% | -429.2% | +7.0% |
| 5Y | -4.6% | +83.0% | -87.6% | -11.2% |
| All | -1.2% | +84.9% | -86.1% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling