-6.0%
LQD vs PSX
+362.1%
-368.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -1.1% | +1.7% | -2.8% | -1.1% |
| 30D | -1.3% | +15.6% | -16.9% | -1.3% |
| 3M | -3.2% | +46.5% | -49.7% | -3.4% |
| 6M | -2.1% | +55.0% | -57.1% | -2.3% |
| YTD | -2.4% | +105.3% | -107.6% | -2.9% |
| 1Y | -2.7% | +101.6% | -104.3% | -3.2% |
| 3Y | +14.2% | +134.1% | -119.9% | +13.1% |
| All | -6.0% | +362.1% | -368.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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