+186.9%
LQD vs SPYG
+1,561.3%
-1,374.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -1.1% | -1.8% | +0.7% | -1.0% |
| 30D | -1.1% | -1.9% | +0.8% | -1.0% |
| 3M | -2.3% | +5.2% | -7.5% | -2.7% |
| 6M | -2.9% | +15.6% | -18.4% | -3.8% |
| YTD | -2.3% | +12.4% | -14.7% | -3.1% |
| 1Y | -2.2% | +17.5% | -19.6% | -3.3% |
| 3Y | +14.0% | +98.1% | -84.1% | +8.8% |
| 5Y | -5.8% | +84.9% | -90.7% | -10.1% |
| 10Y | +22.2% | +417.7% | -395.5% | +13.0% |
| All | +186.9% | +1,561.3% | -1,374.4% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling