+20.1%
LQD vs SE
+597.4%
-577.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +0.2% | +0.6% | -0.4% | +0.2% |
| 30D | -0.6% | -0.1% | -0.5% | -0.6% |
| 3M | -1.2% | +34.1% | -35.3% | -2.0% |
| 6M | -1.9% | +23.2% | -25.2% | -2.6% |
| YTD | -1.3% | -11.2% | +9.9% | -1.2% |
| 1Y | -1.0% | -40.5% | +39.5% | 0.0% |
| 3Y | +15.2% | +196.3% | -181.0% | +10.6% |
| 5Y | -4.4% | -67.0% | +62.6% | -4.5% |
| All | +20.1% | +597.4% | -577.4% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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