+186.8%
LQD vs SNY
+260.2%
-73.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -1.1% | -3.3% | +2.2% | -1.0% |
| 30D | -1.3% | -2.2% | +0.9% | -1.2% |
| 3M | -3.2% | -3.0% | -0.2% | -3.1% |
| 6M | -2.1% | +2.7% | -4.9% | -2.3% |
| YTD | -2.4% | -6.8% | +4.5% | -2.2% |
| 1Y | -2.7% | -5.3% | +2.6% | -2.6% |
| 3Y | +14.2% | -9.8% | +24.0% | +14.2% |
| 5Y | -5.8% | +9.7% | -15.5% | -6.5% |
| 10Y | +22.2% | +64.5% | -42.3% | +20.1% |
| All | +186.8% | +260.2% | -73.5% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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