+26.1%
LQD vs SNAP
-77.2%
+103.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.1% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | -0.8% | +2.6% | -3.4% | -0.8% |
| 3M | -1.9% | -9.9% | +8.0% | -1.8% |
| 6M | -2.7% | +1.9% | -4.5% | -2.9% |
| YTD | -1.3% | -32.2% | +31.0% | -0.9% |
| 1Y | 0.0% | -22.8% | +22.8% | +0.1% |
| 3Y | +14.9% | -47.6% | +62.5% | +15.0% |
| 5Y | -4.6% | -92.7% | +88.2% | -2.9% |
| All | +26.1% | -77.2% | +103.4% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling