+22.2%
LQD vs ZBH
-16.2%
+38.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | -1.1% | -4.7% | +3.6% | -0.9% |
| 30D | -1.3% | -4.5% | +3.2% | -1.1% |
| 3M | -3.2% | +7.6% | -10.8% | -3.6% |
| 6M | -2.1% | +0.3% | -2.4% | -2.3% |
| YTD | -2.4% | +4.5% | -6.9% | -2.7% |
| 1Y | -2.7% | -9.4% | +6.7% | -2.4% |
| 3Y | +14.2% | -21.5% | +35.7% | +15.0% |
| 5Y | -5.8% | -28.4% | +22.6% | -5.2% |
| All | +22.2% | -16.2% | +38.3% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling