+189.5%
LQD vs SIRI
+81.3%
+108.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | 0.0% | -3.9% | +3.9% | 0.0% |
| 30D | -0.2% | -0.8% | +0.6% | -0.2% |
| 3M | -1.7% | +4.3% | -6.0% | -1.7% |
| 6M | -2.7% | +34.1% | -36.7% | -2.9% |
| YTD | -1.4% | +47.3% | -48.7% | -1.7% |
| 1Y | -1.0% | +22.9% | -23.9% | -1.2% |
| 3Y | +15.1% | -24.6% | +39.6% | +15.0% |
| 5Y | -5.2% | -43.2% | +38.0% | -5.2% |
| 10Y | +23.3% | -12.3% | +35.6% | +23.2% |
| All | +189.5% | +81.3% | +108.2% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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