-1.9%
LQD vs ZS
-31.8%
+30.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | +0.4% | -12.3% | +12.7% | +0.5% |
| 30D | +2.6% | +11.2% | -8.6% | +2.6% |
| 3M | -1.7% | +37.5% | -39.2% | -1.9% |
| 6M | -1.9% | +57.8% | -59.8% | -2.3% |
| YTD | -2.2% | -0.2% | -2.0% | -2.1% |
| 1Y | -1.9% | -31.6% | +29.8% | -1.5% |
| All | -1.9% | -31.8% | +30.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling