+184.9%
LQD vs SPGI
+2,414.6%
-2,229.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -1.6% | +1.2% | -2.9% | -1.7% |
| 30D | +0.5% | +15.9% | -15.4% | -0.2% |
| 3M | -2.3% | +12.3% | -14.6% | -2.9% |
| 6M | -3.1% | +23.7% | -26.7% | -4.1% |
| YTD | -3.0% | -3.5% | +0.6% | -3.0% |
| 1Y | -2.6% | +0.4% | -3.0% | -2.8% |
| 3Y | +15.2% | +29.9% | -14.7% | +13.4% |
| 5Y | -5.2% | +15.2% | -20.4% | -6.5% |
| 10Y | +24.6% | +337.2% | -312.6% | +18.7% |
| All | +184.9% | +2,414.6% | -2,229.7% | +163.4% |
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 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