+189.9%
LQD vs SAP
+1,504.9%
-1,314.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.4% | -2.9% | +2.5% | -0.3% |
| 30D | -0.8% | +9.0% | -9.8% | -1.1% |
| 3M | -1.9% | +14.9% | -16.9% | -2.4% |
| 6M | -2.7% | +11.9% | -14.6% | -3.1% |
| YTD | -1.3% | -9.9% | +8.6% | -1.1% |
| 1Y | 0.0% | -19.5% | +19.5% | +0.5% |
| 3Y | +14.9% | +61.8% | -46.9% | +12.8% |
| 5Y | -4.6% | +56.2% | -60.7% | -6.7% |
| 10Y | +22.0% | +180.6% | -158.6% | +18.3% |
| All | +189.9% | +1,504.9% | -1,314.9% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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