+222.9%
EWY vs LQD
+14.1%
+208.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | -0.1% | -1.1% | +1.0% | +1.7% |
| 30D | +7.3% | -1.3% | +8.6% | +9.6% |
| 3M | -5.1% | -3.2% | -1.9% | 0.0% |
| 6M | +42.1% | -2.1% | +44.2% | +48.7% |
| YTD | +94.1% | -2.4% | +96.5% | +103.9% |
| 1Y | +147.8% | -2.7% | +150.5% | +161.1% |
| 3Y | +222.9% | +14.2% | +208.7% | +191.1% |
| All | +222.9% | +14.1% | +208.8% | +191.1% |
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 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