+186.9%
LQD vs ZBH
+199.8%
-12.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | -1.1% | -6.6% | +5.5% | -0.8% |
| 30D | -1.1% | -4.9% | +3.8% | -1.0% |
| 3M | -2.3% | +5.1% | -7.5% | -2.6% |
| 6M | -2.9% | +1.3% | -4.2% | -3.0% |
| YTD | -2.3% | +3.4% | -5.7% | -2.5% |
| 1Y | -2.2% | -8.7% | +6.5% | -2.0% |
| 3Y | +14.0% | -21.2% | +35.2% | +14.6% |
| 5Y | -5.8% | -29.2% | +23.4% | -5.3% |
| 10Y | +22.2% | -17.5% | +39.7% | +21.6% |
| All | +186.9% | +199.8% | -12.9% | +178.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling