-6.0%
LQD vs SPYM
+82.5%
-88.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | -1.3% | -1.3% | +0.1% | -1.0% |
| 3M | -3.2% | +3.6% | -6.8% | -3.9% |
| 6M | -2.1% | +13.3% | -15.5% | -4.5% |
| YTD | -2.4% | +12.4% | -14.8% | -4.6% |
| 1Y | -2.7% | +17.3% | -19.9% | -5.7% |
| 3Y | +14.2% | +76.8% | -62.6% | +1.0% |
| All | -6.0% | +82.5% | -88.5% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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