+189.9%
LQD vs SPGI
+2,254.9%
-2,064.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.8% | +8.4% | -9.2% | -1.1% |
| 3M | -1.9% | +11.8% | -13.8% | -2.5% |
| 6M | -2.7% | +5.7% | -8.4% | -3.0% |
| YTD | -1.3% | -9.7% | +8.4% | -1.0% |
| 1Y | 0.0% | -12.5% | +12.4% | +0.4% |
| 3Y | +14.9% | +21.8% | -6.9% | +13.5% |
| 5Y | -4.6% | +8.2% | -12.7% | -5.7% |
| 10Y | +22.0% | +309.5% | -287.5% | +16.6% |
| All | +189.9% | +2,254.9% | -2,064.9% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling