+186.9%
LQD vs SU
+1,393.8%
-1,206.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -1.1% | +1.7% | -2.7% | -1.1% |
| 30D | -1.1% | +9.6% | -10.8% | -1.3% |
| 3M | -2.3% | +11.7% | -14.1% | -2.6% |
| 6M | -2.9% | +21.9% | -24.8% | -3.4% |
| YTD | -2.3% | +58.6% | -61.0% | -3.4% |
| 1Y | -2.2% | +66.5% | -68.7% | -3.4% |
| 3Y | +14.0% | +121.4% | -107.4% | +11.6% |
| 5Y | -5.8% | +355.7% | -361.5% | -9.7% |
| 10Y | +22.2% | +264.2% | -242.0% | +16.1% |
| All | +186.9% | +1,393.8% | -1,206.9% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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