-5.2%
LQD vs SPGI
+1.6%
-6.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.2% |
| 7D | 0.0% | -3.1% | +3.1% | +0.3% |
| 30D | -0.2% | +2.0% | -2.2% | -0.5% |
| 3M | -1.7% | +4.3% | -6.0% | -2.4% |
| 6M | -2.7% | -0.2% | -2.4% | -2.9% |
| YTD | -1.4% | -14.8% | +13.4% | +0.4% |
| 1Y | -1.0% | -18.5% | +17.5% | +1.5% |
| 3Y | +15.1% | +16.0% | -0.9% | +9.9% |
| 5Y | -5.2% | +2.2% | -7.4% | -10.5% |
| All | -5.2% | +1.6% | -6.8% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling