+15.2%
LQD vs PM
+124.9%
-109.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +0.2% | -1.3% | +1.5% | +0.3% |
| 30D | -0.6% | -2.6% | +2.0% | -0.5% |
| 3M | -1.2% | +5.8% | -7.0% | -1.5% |
| 6M | -1.9% | +10.6% | -12.5% | -2.6% |
| YTD | -1.3% | +17.2% | -18.4% | -2.3% |
| 1Y | -1.0% | +17.6% | -18.7% | -2.1% |
| 3Y | +15.2% | +124.3% | -109.0% | +4.1% |
| All | +15.2% | +124.9% | -109.6% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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