+14.2%
LQD vs SYY
+29.1%
-15.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.1% | +3.9% | -5.0% | -1.3% |
| 30D | -1.3% | -1.7% | +0.5% | -1.2% |
| 3M | -3.2% | +5.2% | -8.4% | -3.5% |
| 6M | -2.1% | -0.2% | -1.9% | -2.2% |
| YTD | -2.4% | +15.4% | -17.7% | -3.7% |
| 1Y | -2.7% | +5.6% | -8.3% | -3.2% |
| 3Y | +14.2% | +28.9% | -14.7% | +11.3% |
| All | +14.2% | +29.1% | -15.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 3y: compounded portfolio wealth divided by compounded SYY 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…
3y analysis · Full analysis span regression · 6 months rolling