+14.2%
LQD vs ZTS
-59.2%
+73.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.1% | -3.7% | +2.6% | -0.9% |
| 30D | -1.3% | -0.8% | -0.5% | -1.3% |
| 3M | -3.2% | -9.7% | +6.5% | -2.7% |
| 6M | -2.1% | -38.4% | +36.3% | +0.6% |
| YTD | -2.4% | -41.1% | +38.7% | +0.6% |
| 1Y | -2.7% | -50.6% | +48.0% | +1.5% |
| 3Y | +14.2% | -59.1% | +73.3% | +20.4% |
| All | +14.2% | -59.2% | +73.4% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling