+189.5%
LQD vs SYY
+521.0%
-331.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.2% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -0.2% | -2.7% | +2.5% | -0.1% |
| 3M | -1.7% | +5.9% | -7.6% | -1.9% |
| 6M | -2.7% | -2.3% | -0.4% | -2.7% |
| YTD | -1.4% | +13.1% | -14.5% | -2.1% |
| 1Y | -1.0% | +3.8% | -4.7% | -1.3% |
| 3Y | +15.1% | +26.7% | -11.7% | +13.6% |
| 5Y | -5.2% | +19.4% | -24.6% | -6.3% |
| 10Y | +23.3% | +112.0% | -88.7% | +18.5% |
| All | +189.5% | +521.0% | -331.6% | +174.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling