+111.4%
LQD vs PODD
+736.9%
-625.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.1% |
| 7D | +0.2% | -4.1% | +4.4% | +0.3% |
| 30D | -0.6% | +0.8% | -1.4% | -0.6% |
| 3M | -1.2% | -6.1% | +4.9% | -1.2% |
| 6M | -1.9% | -40.0% | +38.0% | -1.1% |
| YTD | -1.3% | -49.9% | +48.7% | 0.0% |
| 1Y | -1.0% | -59.3% | +58.3% | +0.6% |
| 3Y | +15.2% | -17.2% | +32.5% | +15.1% |
| 5Y | -4.4% | -53.0% | +48.6% | -3.9% |
| 10Y | +22.6% | +226.1% | -203.5% | +20.3% |
| All | +111.4% | +736.9% | -625.5% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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