+77.7%
SPY vs LQD
+15.6%
+62.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.2% |
| 7D | +2.6% | -1.6% | +4.2% | +4.0% |
| 30D | -2.0% | +0.5% | -2.5% | -2.4% |
| 3M | -2.8% | -2.3% | -0.5% | -0.9% |
| 6M | +2.1% | -3.1% | +5.2% | +4.7% |
| YTD | +11.5% | -3.0% | +14.5% | +14.3% |
| 1Y | +13.5% | -2.6% | +16.0% | +15.9% |
| 3Y | +77.7% | +15.2% | +62.5% | +65.0% |
| All | +77.7% | +15.6% | +62.1% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling