+588.2%
T vs LQD
+190.1%
+398.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | +11.4% | -0.8% | +12.1% | +11.6% |
| 3M | +14.3% | -1.9% | +16.2% | +14.8% |
| 6M | -9.3% | -2.7% | -6.6% | -8.7% |
| YTD | +7.1% | -1.3% | +8.4% | +7.4% |
| 1Y | -9.1% | 0.0% | -9.1% | -9.1% |
| 3Y | +105.3% | +14.9% | +90.4% | +98.0% |
| 5Y | +66.8% | -4.6% | +71.4% | +67.2% |
| 10Y | +66.8% | +22.0% | +44.8% | +59.6% |
| All | +588.2% | +190.1% | +398.1% | +718.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling