-9.8%
T vs LQD
-2.8%
-7.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.5% | -1.6% | +4.2% | +2.7% |
| 30D | -3.8% | +0.5% | -4.3% | -3.5% |
| 3M | -8.7% | -2.3% | -6.4% | -9.6% |
| 6M | -8.1% | -3.1% | -5.1% | -9.0% |
| YTD | -6.4% | -3.0% | -3.5% | -7.4% |
| 1Y | -9.8% | -2.6% | -7.2% | -10.7% |
| All | -9.8% | -2.8% | -7.0% | -10.7% |
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