+99.7%
LQD vs SPXU
-100.0%
+199.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.1% |
| 7D | 0.0% | +1.3% | -1.3% | 0.0% |
| 30D | -0.2% | +5.1% | -5.3% | 0.0% |
| 3M | -1.7% | -9.1% | +7.4% | -1.9% |
| 6M | -2.7% | -29.6% | +26.9% | -3.5% |
| YTD | -1.4% | -27.7% | +26.3% | -2.2% |
| 1Y | -1.0% | -37.0% | +36.0% | -2.0% |
| 3Y | +15.1% | -80.2% | +95.2% | +11.2% |
| 5Y | -5.2% | -86.0% | +80.8% | -8.6% |
| 10Y | +23.3% | -99.5% | +122.9% | +17.5% |
| All | +99.7% | -100.0% | +199.7% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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