+184.9%
LQD vs SAN
+557.4%
-372.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -1.6% | +4.0% | -5.6% | -1.7% |
| 30D | +0.5% | -7.8% | +8.4% | +0.7% |
| 3M | -2.3% | -16.4% | +14.1% | -2.0% |
| 6M | -3.1% | +3.5% | -6.6% | -3.2% |
| YTD | -3.0% | +6.7% | -9.7% | -3.2% |
| 1Y | -2.6% | +14.5% | -17.0% | -2.9% |
| 3Y | +15.2% | +243.5% | -228.3% | +12.7% |
| 5Y | -5.2% | +296.2% | -301.4% | -7.6% |
| 10Y | +24.6% | +268.5% | -243.9% | +20.6% |
| All | +184.9% | +557.4% | -372.5% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling