+22.2%
LQD vs SPYG
+424.6%
-402.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | -1.3% | -1.5% | +0.2% | -1.1% |
| 3M | -3.2% | +3.7% | -6.9% | -3.7% |
| 6M | -2.1% | +16.4% | -18.6% | -4.1% |
| YTD | -2.4% | +13.3% | -15.7% | -4.0% |
| 1Y | -2.7% | +17.9% | -20.5% | -4.9% |
| 3Y | +14.2% | +98.3% | -84.1% | +3.5% |
| 5Y | -5.8% | +86.4% | -92.2% | -14.8% |
| All | +22.2% | +424.6% | -402.4% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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