+42.5%
EWY vs LQD
-1.8%
+44.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +1.4% |
| 7D | +6.7% | 0.0% | +6.7% | +6.9% |
| 30D | +17.0% | -0.2% | +17.2% | +17.8% |
| 3M | +3.7% | -1.7% | +5.3% | +15.0% |
| 6M | +42.5% | -2.7% | +45.2% | +68.6% |
| All | +42.5% | -1.8% | +44.3% | +68.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling