+15.3%
LQD vs Z
-37.2%
+52.5%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | 0.0% | -7.1% | +7.0% | +0.4% |
| 30D | -0.2% | -4.8% | +4.6% | 0.0% |
| 3M | -1.7% | -9.3% | +7.7% | -1.3% |
| 6M | -2.7% | -29.0% | +26.3% | -0.9% |
| YTD | -1.4% | -52.9% | +51.5% | +2.9% |
| 1Y | -1.0% | -63.1% | +62.1% | +5.0% |
| All | +15.3% | -37.2% | +52.5% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling