+189.5%
LQD vs SCCO
+28,647.2%
-28,457.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | 0.0% | +2.4% | -2.5% | -0.1% |
| 30D | -0.2% | +6.4% | -6.6% | -0.3% |
| 3M | -1.7% | +21.6% | -23.2% | -2.2% |
| 6M | -2.7% | +13.4% | -16.1% | -3.1% |
| YTD | -1.4% | +52.6% | -54.1% | -2.5% |
| 1Y | -1.0% | +122.4% | -123.4% | -2.9% |
| 3Y | +15.1% | +208.5% | -193.4% | +11.9% |
| 5Y | -5.2% | +353.9% | -359.1% | -8.6% |
| 10Y | +23.3% | +1,187.3% | -1,163.9% | +16.6% |
| All | +189.5% | +28,647.2% | -28,457.7% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling