+127.4%
LQD vs SPYM
+820.0%
-692.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | 0.0% | -0.4% | +0.3% | 0.0% |
| 30D | -0.2% | -1.4% | +1.2% | -0.1% |
| 3M | -1.7% | +3.7% | -5.4% | -2.0% |
| 6M | -2.7% | +13.0% | -15.7% | -3.7% |
| YTD | -1.4% | +12.5% | -13.9% | -2.4% |
| 1Y | -1.0% | +18.6% | -19.6% | -2.4% |
| 3Y | +15.1% | +78.0% | -63.0% | +9.6% |
| 5Y | -5.2% | +82.3% | -87.5% | -10.2% |
| 10Y | +23.3% | +322.9% | -299.5% | +12.2% |
| All | +127.4% | +820.0% | -692.6% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling