+184.9%
LQD vs SO
+923.8%
-738.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | +0.5% | +4.7% | -4.2% | +0.1% |
| 3M | -2.3% | +1.7% | -4.0% | -2.5% |
| 6M | -3.1% | +2.2% | -5.2% | -3.3% |
| YTD | -3.0% | +10.0% | -12.9% | -3.8% |
| 1Y | -2.6% | +6.0% | -8.6% | -3.1% |
| 3Y | +15.2% | +54.1% | -38.9% | +10.9% |
| 5Y | -5.2% | +79.6% | -84.8% | -9.8% |
| 10Y | +24.6% | +195.5% | -170.9% | +14.1% |
| All | +184.9% | +923.8% | -738.9% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling