-1.4%
LQD vs RF
+20.4%
-21.8%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | 0.0% |
| 7D | +0.9% | -0.1% | +1.1% | +0.9% |
| 30D | +2.2% | +7.0% | -4.8% | +1.7% |
| 3M | -0.9% | -7.0% | +6.1% | -0.6% |
| 6M | -2.2% | +6.8% | -9.0% | -2.8% |
| YTD | -1.6% | +9.9% | -11.5% | -3.0% |
| All | -1.4% | +20.4% | -21.8% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling