+189.9%
LQD vs USB
+576.2%
-386.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -0.4% | +1.4% | -1.8% | -0.4% |
| 30D | -0.8% | -1.3% | +0.5% | -0.8% |
| 3M | -1.9% | +15.2% | -17.2% | -2.1% |
| 6M | -2.7% | +18.8% | -21.5% | -2.9% |
| YTD | -1.3% | +21.0% | -22.3% | -1.5% |
| 1Y | 0.0% | +34.0% | -34.0% | -0.4% |
| 3Y | +14.9% | +95.3% | -80.4% | +13.9% |
| 5Y | -4.6% | +40.4% | -44.9% | -5.3% |
| 10Y | +22.0% | +107.3% | -85.3% | +20.5% |
| All | +189.9% | +576.2% | -386.3% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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