+184.9%
LQD vs SM
+258.2%
-73.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.6% | +9.4% | -11.0% | -1.7% |
| 30D | +0.5% | -14.4% | +14.9% | +0.6% |
| 3M | -2.3% | +1.6% | -3.9% | -2.4% |
| 6M | -3.1% | +6.3% | -9.4% | -3.2% |
| YTD | -3.0% | +78.8% | -81.8% | -3.6% |
| 1Y | -2.6% | +83.1% | -85.7% | -3.2% |
| 3Y | +15.2% | -5.9% | +21.1% | +14.8% |
| 5Y | -5.2% | +4.8% | -10.0% | -5.8% |
| 10Y | +24.6% | +17.5% | +7.0% | +20.0% |
| All | +184.9% | +258.2% | -73.3% | +176.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling