+186.8%
LQD vs TPR
+3,302.5%
-3,115.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | +0.2% | +12.1% | -11.9% | 0.0% |
| 30D | +1.4% | +16.7% | -15.2% | +1.2% |
| 3M | -1.1% | -17.4% | +16.3% | -0.9% |
| 6M | -2.9% | +2.3% | -5.2% | -3.0% |
| YTD | -2.3% | +7.1% | -9.5% | -2.5% |
| 1Y | -2.1% | +29.5% | -31.6% | -2.6% |
| 3Y | +15.9% | +415.0% | -399.1% | +13.1% |
| 5Y | -4.9% | +261.5% | -266.4% | -7.1% |
| 10Y | +24.8% | +383.3% | -358.5% | +20.8% |
| All | +186.8% | +3,302.5% | -3,115.8% | +192.2% |
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