+189.9%
LQD vs SPY
+1,236.1%
-1,046.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.8% | +0.1% | -0.8% | -0.8% |
| 3M | -1.9% | +2.0% | -3.9% | -2.1% |
| 6M | -2.7% | +13.0% | -15.7% | -3.6% |
| YTD | -1.3% | +13.5% | -14.8% | -2.2% |
| 1Y | 0.0% | +20.0% | -20.0% | -1.4% |
| 3Y | +14.9% | +77.2% | -62.3% | +10.1% |
| 5Y | -4.6% | +81.9% | -86.4% | -9.0% |
| 10Y | +22.0% | +314.1% | -292.1% | +12.1% |
| All | +189.9% | +1,236.1% | -1,046.1% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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