-1.4%
LQD vs ZYBT
-37.3%
+35.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.2% |
| 7D | +0.4% | -3.5% | +3.9% | +0.4% |
| 30D | +2.5% | +24.3% | -21.9% | +2.5% |
| 3M | -1.5% | -41.5% | +40.0% | -1.5% |
| 6M | -2.1% | +58.6% | -60.8% | -1.7% |
| YTD | -2.0% | +20.0% | -22.0% | -1.6% |
| 1Y | -1.4% | -35.2% | +33.8% | -1.3% |
| All | -1.4% | -37.3% | +35.8% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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