+17.5%
SPY vs LQD
-2.1%
+19.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.4% |
| 7D | -2.0% | -1.1% | -0.9% | -0.7% |
| 30D | -1.7% | -1.1% | -0.5% | -0.4% |
| 3M | +4.7% | -2.3% | +7.1% | +7.6% |
| 6M | +12.5% | -2.9% | +15.4% | +15.9% |
| YTD | +11.7% | -2.3% | +14.0% | +14.5% |
| 1Y | +17.5% | -2.2% | +19.7% | +21.1% |
| All | +17.5% | -2.1% | +19.6% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 LQD 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