+232.7%
LITE vs LQD
-1.7%
+234.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.8% | -8.6% | -9.1% |
| 7D | -31.4% | +0.4% | -31.8% | -31.7% |
| 30D | -42.6% | +2.6% | -45.2% | -45.6% |
| 3M | -26.2% | -1.7% | -24.5% | -21.8% |
| 6M | -35.8% | -1.9% | -33.9% | -31.4% |
| YTD | +70.0% | -2.2% | +72.2% | +84.0% |
| 1Y | +232.7% | -1.9% | +234.6% | +258.9% |
| All | +232.7% | -1.7% | +234.4% | +258.9% |
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