+1.9%
LQD vs SMR
+11.2%
-9.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.3% | -15.3% | -0.1% |
| 7D | +0.2% | +21.4% | -21.1% | 0.0% |
| 30D | -0.6% | +13.8% | -14.4% | -0.7% |
| 3M | -1.2% | +3.9% | -5.1% | -1.3% |
| 6M | -1.9% | -4.2% | +2.3% | -2.1% |
| YTD | -1.3% | -21.1% | +19.8% | -1.3% |
| 1Y | -1.0% | -67.1% | +66.1% | -0.6% |
| 3Y | +15.2% | +88.9% | -73.6% | +10.9% |
| All | +1.9% | +11.2% | -9.3% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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