+1,154.3%
EWY vs LQD
+190.1%
+964.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +8.0% | +0.2% | +7.8% | +7.9% |
| 30D | +14.3% | -0.6% | +14.9% | +14.7% |
| 3M | +2.3% | -1.2% | +3.5% | +3.1% |
| 6M | +49.9% | -1.9% | +51.8% | +52.1% |
| YTD | +95.3% | -1.3% | +96.6% | +97.7% |
| 1Y | +161.7% | -1.0% | +162.7% | +164.6% |
| 3Y | +230.2% | +15.2% | +214.9% | +210.8% |
| 5Y | +148.1% | -4.4% | +152.5% | +151.8% |
| 10Y | +293.2% | +22.6% | +270.6% | +265.7% |
| All | +1,154.3% | +190.1% | +964.1% | +932.3% |
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