-4.9%
LQD vs SPOT
+111.7%
-116.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | 0.0% | -6.5% | +6.5% | +0.2% |
| 30D | -0.2% | +2.2% | -2.4% | -0.3% |
| 3M | -1.7% | +5.4% | -7.1% | -1.9% |
| 6M | -2.7% | -4.0% | +1.3% | -2.7% |
| YTD | -1.4% | -9.9% | +8.5% | -1.3% |
| 1Y | -1.0% | -27.3% | +26.3% | +0.1% |
| 3Y | +15.1% | +236.4% | -221.3% | +6.2% |
| All | -4.9% | +111.7% | -116.6% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling