+185.6%
LQD vs TPR
+3,227.5%
-3,041.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.9% |
| 7D | -1.5% | -1.1% | -0.4% | -1.5% |
| 30D | +0.9% | +15.1% | -14.2% | +0.7% |
| 3M | -1.7% | -13.4% | +11.7% | -1.5% |
| 6M | -2.8% | +1.4% | -4.1% | -2.9% |
| YTD | -2.8% | +4.8% | -7.5% | -2.9% |
| 1Y | -2.8% | +29.2% | -32.0% | -3.3% |
| 3Y | +15.5% | +403.7% | -388.2% | +12.6% |
| 5Y | -4.9% | +230.8% | -235.8% | -7.1% |
| 10Y | +24.9% | +369.2% | -344.3% | +20.9% |
| All | +185.6% | +3,227.5% | -3,041.9% | +191.1% |
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