-6.0%
LQD vs SITM
+187.3%
-193.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.6% | -0.2% |
| 7D | -1.1% | +3.9% | -5.0% | -1.2% |
| 30D | -1.3% | -6.6% | +5.3% | -1.2% |
| 3M | -3.2% | -11.9% | +8.7% | -3.2% |
| 6M | -2.1% | +81.1% | -83.3% | -4.0% |
| YTD | -2.4% | +80.0% | -82.3% | -4.3% |
| 1Y | -2.7% | +145.8% | -148.5% | -5.6% |
| 3Y | +14.2% | +475.9% | -461.7% | +6.7% |
| All | -6.0% | +187.3% | -193.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 5y: compounded portfolio wealth divided by compounded SITM 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…
5y analysis · Full analysis span regression · 6 months rolling