-4.0%
LQD vs SNOW
+34.3%
-38.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | -1.3% | -1.0% | -0.3% | -1.3% |
| 3M | -3.2% | +36.9% | -40.1% | -4.2% |
| 6M | -2.1% | +83.4% | -85.5% | -4.3% |
| YTD | -2.4% | +50.0% | -52.3% | -4.0% |
| 1Y | -2.7% | +46.5% | -49.2% | -4.3% |
| 3Y | +14.2% | +93.3% | -79.1% | +10.1% |
| 5Y | -5.8% | +3.3% | -9.1% | -9.4% |
| All | -4.0% | +34.3% | -38.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 10y: compounded portfolio wealth divided by compounded SNOW 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…
10y analysis · Full analysis span regression · 6 months rolling