+23.0%
LQD vs REPL
-6.0%
+29.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.4% | -3.0% | +2.6% | -0.4% |
| 30D | -0.8% | +27.1% | -27.9% | -0.9% |
| 3M | -1.9% | +52.4% | -54.3% | -2.5% |
| 6M | -2.7% | +107.4% | -110.1% | -4.1% |
| YTD | -1.3% | +54.7% | -56.0% | -2.5% |
| 1Y | 0.0% | +158.9% | -158.9% | -2.2% |
| 3Y | +14.9% | -23.7% | +38.6% | +11.8% |
| 5Y | -4.6% | -54.3% | +49.8% | -7.0% |
| All | +23.0% | -6.0% | +29.0% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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