-2.2%
LQD vs SPGI
-20.0%
+17.9%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.9% |
| 7D | -1.1% | -8.9% | +7.8% | -0.9% |
| 30D | -1.1% | +0.6% | -1.8% | -1.2% |
| 3M | -2.3% | +2.0% | -4.3% | -2.4% |
| 6M | -2.9% | +0.1% | -3.0% | -2.9% |
| YTD | -2.3% | -16.4% | +14.1% | -2.1% |
| 1Y | -2.2% | -18.9% | +16.8% | -1.4% |
| All | -2.2% | -20.0% | +17.9% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling