+189.9%
LQD vs TPR
+2,964.3%
-2,774.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.4% | -2.3% | +1.9% | -0.4% |
| 30D | -0.8% | -23.0% | +22.2% | -0.4% |
| 3M | -1.9% | -12.5% | +10.5% | -1.8% |
| 6M | -2.7% | -21.4% | +18.8% | -2.4% |
| YTD | -1.3% | -3.5% | +2.2% | -1.3% |
| 1Y | 0.0% | +17.4% | -17.4% | -0.4% |
| 3Y | +14.9% | +291.3% | -276.3% | +12.5% |
| 5Y | -4.6% | +241.9% | -246.5% | -6.7% |
| 10Y | +22.0% | +322.7% | -300.7% | +18.2% |
| All | +189.9% | +2,964.3% | -2,774.4% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling