+34.2%
LQD vs Z
+25.1%
+9.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -0.4% | -3.0% | +2.6% | -0.3% |
| 30D | -0.8% | -4.2% | +3.4% | -0.6% |
| 3M | -1.9% | -3.7% | +1.8% | -1.9% |
| 6M | -2.7% | -24.5% | +21.9% | -1.6% |
| YTD | -1.3% | -49.3% | +48.0% | +1.6% |
| 1Y | 0.0% | -58.7% | +58.7% | +3.8% |
| 3Y | +14.9% | -34.1% | +49.0% | +15.5% |
| 5Y | -4.6% | -64.5% | +60.0% | -3.4% |
| 10Y | +22.0% | -0.5% | +22.5% | +17.4% |
| All | +34.2% | +25.1% | +9.1% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling