+188.1%
LQD vs SUI
+1,148.2%
-960.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -0.5% | -2.4% | +1.9% | -0.4% |
| 30D | +1.7% | +3.3% | -1.6% | +1.6% |
| 3M | -0.7% | +0.7% | -1.4% | -0.8% |
| 6M | -2.2% | -4.1% | +1.9% | -2.1% |
| YTD | -1.9% | -1.8% | -0.1% | -1.9% |
| 1Y | -2.0% | -4.1% | +2.0% | -2.0% |
| 3Y | +16.5% | +17.4% | -0.9% | +15.3% |
| 5Y | -4.2% | -27.0% | +22.8% | -3.7% |
| 10Y | +26.0% | +121.2% | -95.2% | +22.6% |
| All | +188.1% | +1,148.2% | -960.1% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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