+22.2%
LQD vs REPL
+36.1%
-13.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +0.1% |
| 7D | -0.5% | +5.3% | -5.8% | -0.6% |
| 30D | +1.7% | +66.6% | -64.9% | +1.4% |
| 3M | -0.7% | +59.6% | -60.3% | -1.0% |
| 6M | -2.2% | +482.4% | -484.6% | -4.0% |
| YTD | -1.9% | +124.1% | -126.0% | -3.4% |
| 1Y | -2.0% | +138.6% | -140.6% | -3.6% |
| 3Y | +16.5% | +96.0% | -79.6% | +11.7% |
| 5Y | -4.2% | -35.4% | +31.2% | -6.9% |
| All | +22.2% | +36.1% | -13.9% | +15.6% |
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