-5.8%
LQD vs PM
+132.4%
-138.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.1% |
| 7D | -1.1% | +1.9% | -3.0% | -1.2% |
| 30D | -1.1% | +1.9% | -3.0% | -1.3% |
| 3M | -2.3% | +4.6% | -6.9% | -2.7% |
| 6M | -2.9% | +11.7% | -14.6% | -3.9% |
| YTD | -2.3% | +20.4% | -22.7% | -4.0% |
| 1Y | -2.2% | +19.0% | -21.1% | -3.8% |
| 3Y | +14.0% | +130.4% | -116.4% | +3.2% |
| 5Y | -5.8% | +131.5% | -137.2% | -15.3% |
| All | -5.8% | +132.4% | -138.2% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling