+14.2%
LQD vs SAN
+342.3%
-328.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -1.1% | -2.8% | +1.7% | -0.9% |
| 30D | -1.1% | -0.5% | -0.6% | -1.1% |
| 3M | -2.3% | +22.7% | -25.1% | -3.5% |
| 6M | -2.9% | +28.8% | -31.7% | -4.4% |
| YTD | -2.3% | +26.3% | -28.6% | -3.8% |
| 1Y | -2.2% | +48.8% | -51.0% | -4.5% |
| All | +14.2% | +342.3% | -328.1% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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