-4.4%
LQD vs SNAP
-90.3%
+85.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -1.6% | +6.0% | -7.7% | -1.8% |
| 30D | +0.5% | -13.8% | +14.3% | +0.8% |
| 3M | -2.3% | -0.8% | -1.6% | -2.4% |
| 6M | -3.1% | -6.2% | +3.2% | -3.1% |
| YTD | -3.0% | -34.8% | +31.8% | -2.6% |
| 1Y | -2.6% | -38.7% | +36.1% | -2.1% |
| 3Y | +15.2% | -53.5% | +68.6% | +15.4% |
| All | -4.4% | -90.3% | +85.8% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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