+184.9%
LQD vs SPG
+1,945.1%
-1,760.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | +2.0% | -3.6% | -1.7% |
| 30D | +0.5% | +17.2% | -16.7% | +0.1% |
| 3M | -2.3% | +6.3% | -8.6% | -2.5% |
| 6M | -3.1% | +18.7% | -21.7% | -3.5% |
| YTD | -3.0% | +30.1% | -33.1% | -3.7% |
| 1Y | -2.6% | +32.8% | -35.3% | -3.3% |
| 3Y | +15.2% | +133.6% | -118.4% | +12.6% |
| 5Y | -5.2% | +84.4% | -89.6% | -7.1% |
| 10Y | +24.6% | +114.3% | -89.7% | +19.8% |
| All | +184.9% | +1,945.1% | -1,760.2% | +184.3% |
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