+189.9%
LQD vs SPG
+1,719.0%
-1,529.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.4% | -2.4% | +2.0% | -0.3% |
| 30D | -0.8% | -6.8% | +6.1% | -0.6% |
| 3M | -1.9% | +2.7% | -4.6% | -2.0% |
| 6M | -2.7% | +5.5% | -8.1% | -2.8% |
| YTD | -1.3% | +15.7% | -17.0% | -1.7% |
| 1Y | 0.0% | +20.9% | -20.9% | -0.6% |
| 3Y | +14.9% | +112.4% | -97.5% | +12.6% |
| 5Y | -4.6% | +101.4% | -105.9% | -6.6% |
| 10Y | +22.0% | +60.6% | -38.6% | +17.8% |
| All | +189.9% | +1,719.0% | -1,529.1% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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