-1.0%
LQD vs TPR
+9.9%
-10.9%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.1% |
| 7D | 0.0% | -7.3% | +7.3% | +0.2% |
| 30D | -0.2% | -30.7% | +30.5% | +0.8% |
| 3M | -1.7% | -21.6% | +19.9% | -1.2% |
| 6M | -2.7% | -21.3% | +18.6% | -2.4% |
| YTD | -1.4% | -10.2% | +8.7% | -1.3% |
| 1Y | -1.0% | +9.5% | -10.5% | -1.3% |
| All | -1.0% | +9.9% | -10.9% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling