-5.8%
LQD vs TPR
+222.6%
-228.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | -1.1% | -5.1% | +4.1% | -0.8% |
| 30D | -1.1% | -27.6% | +26.4% | +0.3% |
| 3M | -2.3% | -17.5% | +15.1% | -1.6% |
| 6M | -2.9% | -21.3% | +18.4% | -2.1% |
| YTD | -2.3% | -8.5% | +6.2% | -2.3% |
| 1Y | -2.2% | +11.5% | -13.6% | -3.2% |
| 3Y | +14.0% | +288.0% | -274.0% | +4.3% |
| 5Y | -5.8% | +225.2% | -230.9% | -14.7% |
| All | -5.8% | +222.6% | -228.4% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling