+15.2%
LQD vs S
+41.6%
-26.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.6% | +2.0% | -3.6% | -1.7% |
| 30D | +0.5% | -2.7% | +3.2% | +0.5% |
| 3M | -2.3% | -6.9% | +4.6% | -2.3% |
| 6M | -3.1% | +38.1% | -41.1% | -4.0% |
| YTD | -3.0% | +48.0% | -51.0% | -4.2% |
| 1Y | -2.6% | +34.5% | -37.0% | -3.6% |
| 3Y | +15.2% | +38.3% | -23.1% | +13.3% |
| All | +15.2% | +41.6% | -26.4% | +13.3% |
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