+51.9%
LQD vs PSX
+1,159.1%
-1,107.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +0.2% | +2.8% | -2.6% | +0.2% |
| 30D | -0.6% | +27.8% | -28.3% | -1.0% |
| 3M | -1.2% | +42.0% | -43.2% | -1.8% |
| 6M | -1.9% | +58.1% | -60.1% | -2.7% |
| YTD | -1.3% | +105.0% | -106.3% | -2.5% |
| 1Y | -1.0% | +104.9% | -105.9% | -2.3% |
| 3Y | +15.2% | +134.1% | -118.8% | +13.3% |
| 5Y | -4.4% | +363.8% | -368.2% | -7.4% |
| 10Y | +22.6% | +370.1% | -347.5% | +17.0% |
| All | +51.9% | +1,159.1% | -1,107.2% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling