+22.2%
LQD vs SO
+160.7%
-138.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -1.1% | -1.1% | +0.1% | -1.0% |
| 30D | -1.1% | -3.7% | +2.6% | -0.8% |
| 3M | -2.3% | -5.9% | +3.6% | -1.8% |
| 6M | -2.9% | -7.3% | +4.4% | -2.3% |
| YTD | -2.3% | +3.1% | -5.4% | -2.7% |
| 1Y | -2.2% | -1.0% | -1.2% | -2.2% |
| 3Y | +14.0% | +43.2% | -29.2% | +9.7% |
| 5Y | -5.8% | +59.1% | -64.9% | -10.3% |
| All | +22.2% | +160.7% | -138.5% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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