+189.5%
LQD vs ZBRA
+1,392.1%
-1,202.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | 0.0% | -1.8% | +1.8% | 0.0% |
| 30D | -0.2% | -8.8% | +8.6% | 0.0% |
| 3M | -1.7% | +47.2% | -48.9% | -2.6% |
| 6M | -2.7% | +61.3% | -64.0% | -3.9% |
| YTD | -1.4% | +42.0% | -43.4% | -2.4% |
| 1Y | -1.0% | +10.5% | -11.5% | -1.5% |
| 3Y | +15.1% | +34.5% | -19.4% | +13.6% |
| 5Y | -5.2% | -40.3% | +35.1% | -5.7% |
| 10Y | +23.3% | +421.5% | -398.2% | +21.5% |
| All | +189.5% | +1,392.1% | -1,202.6% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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