-5.2%
LQD vs SM
+119.2%
-124.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -0.2% | +20.3% | -20.5% | -0.3% |
| 3M | -1.7% | +22.9% | -24.6% | -1.8% |
| 6M | -2.7% | +47.8% | -50.5% | -3.0% |
| YTD | -1.4% | +107.5% | -108.9% | -2.2% |
| 1Y | -1.0% | +51.7% | -52.7% | -1.4% |
| 3Y | +15.1% | -0.9% | +15.9% | +14.5% |
| 5Y | -5.2% | +112.2% | -117.4% | -5.8% |
| All | -5.2% | +119.2% | -124.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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