+14.2%
LQD vs SCCO
+177.0%
-162.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.1% | -2.7% | +1.6% | -1.0% |
| 30D | -1.3% | -0.7% | -0.6% | -1.3% |
| 3M | -3.2% | +8.1% | -11.3% | -3.6% |
| 6M | -2.1% | +4.1% | -6.2% | -2.6% |
| YTD | -2.4% | +41.1% | -43.5% | -4.4% |
| 1Y | -2.7% | +95.6% | -98.2% | -6.3% |
| 3Y | +14.2% | +179.3% | -165.1% | +4.3% |
| All | +14.2% | +177.0% | -162.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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