+21.3%
LQD vs SPOT
+216.9%
-195.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.1% | -3.1% | +2.0% | -1.0% |
| 30D | -1.3% | +7.4% | -8.7% | -1.5% |
| 3M | -3.2% | +8.2% | -11.4% | -3.5% |
| 6M | -2.1% | +2.2% | -4.3% | -2.3% |
| YTD | -2.4% | -9.5% | +7.1% | -2.3% |
| 1Y | -2.7% | -23.8% | +21.2% | -2.1% |
| 3Y | +14.2% | +233.5% | -219.3% | +8.3% |
| 5Y | -5.8% | +112.2% | -118.0% | -11.2% |
| All | +21.3% | +216.9% | -195.6% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling