+14.2%
LQD vs SNOW
+98.3%
-84.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -1.1% | -7.5% | +6.4% | -1.0% |
| 30D | -1.1% | -1.3% | +0.2% | -1.1% |
| 3M | -2.3% | +37.4% | -39.8% | -2.8% |
| 6M | -2.9% | +88.1% | -91.0% | -4.0% |
| YTD | -2.3% | +50.3% | -52.6% | -3.0% |
| 1Y | -2.2% | +46.0% | -48.2% | -2.9% |
| All | +14.2% | +98.3% | -84.1% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling