+187.7%
LQD vs USB
+543.6%
-355.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | +0.4% | -1.5% | +1.9% | +0.4% |
| 30D | +2.5% | +4.3% | -1.8% | +2.4% |
| 3M | -1.5% | -6.1% | +4.5% | -1.5% |
| 6M | -2.1% | +9.4% | -11.5% | -2.3% |
| YTD | -2.0% | +15.2% | -17.2% | -2.2% |
| 1Y | -1.4% | +32.8% | -34.2% | -1.8% |
| 3Y | +16.6% | +91.3% | -74.7% | +15.7% |
| 5Y | -5.6% | +22.7% | -28.2% | -6.2% |
| 10Y | +22.9% | +97.0% | -74.1% | +21.5% |
| All | +187.7% | +543.6% | -355.9% | +192.9% |
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