+521.0%
LITE vs LQD
+0.3%
+520.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | -0.4% | -1.1% | -0.4% |
| 30D | +6.7% | -0.8% | +7.4% | +9.0% |
| 3M | -6.8% | -1.9% | -4.8% | -1.4% |
| 6M | +29.4% | -2.7% | +32.1% | +40.0% |
| YTD | +139.1% | -1.3% | +140.4% | +148.8% |
| 1Y | +521.0% | 0.0% | +521.0% | +489.9% |
| All | +521.0% | +0.3% | +520.7% | +489.9% |
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