+189.0%
LQD vs RF
+126.5%
+62.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | +0.1% |
| 7D | +0.9% | -0.1% | +1.1% | +0.9% |
| 30D | +2.2% | +7.0% | -4.8% | +2.1% |
| 3M | -0.9% | -7.0% | +6.1% | -0.9% |
| 6M | -2.2% | +6.8% | -9.0% | -2.3% |
| YTD | -1.6% | +9.9% | -11.5% | -1.7% |
| 1Y | -1.3% | +21.1% | -22.4% | -1.5% |
| 3Y | +17.4% | +119.6% | -102.2% | +16.4% |
| 5Y | -5.2% | +46.2% | -51.4% | -5.7% |
| 10Y | +25.7% | +261.5% | -235.8% | +23.6% |
| All | +189.0% | +126.5% | +62.4% | +179.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling