+15.2%
LQD vs S
+13.8%
+1.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | +0.2% | -5.8% | +6.1% | +0.4% |
| 30D | -0.6% | -9.2% | +8.6% | -0.4% |
| 3M | -1.2% | +23.4% | -24.6% | -1.8% |
| 6M | -1.9% | +36.9% | -38.9% | -2.9% |
| YTD | -1.3% | +29.5% | -30.8% | -2.2% |
| 1Y | -1.0% | +5.4% | -6.4% | -1.4% |
| 3Y | +15.2% | +14.7% | +0.5% | +12.0% |
| All | +15.2% | +13.8% | +1.5% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling