-1.9%
LQD vs ZTS
-26.9%
+25.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | +0.5% |
| 7D | +0.4% | +15.4% | -15.0% | -0.2% |
| 30D | +2.6% | +25.8% | -23.1% | +1.7% |
| 3M | -1.7% | +18.1% | -19.8% | -2.4% |
| 6M | -1.9% | -19.7% | +17.8% | -1.0% |
| YTD | -2.2% | -27.5% | +25.3% | -0.7% |
| 1Y | -1.9% | -26.7% | +24.8% | -0.5% |
| All | -1.9% | -26.9% | +25.1% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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