+2,502.5%
LITE vs LQD
+22.1%
+2,480.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | +12.6% | +0.2% | +12.4% | +12.3% |
| 30D | +9.9% | -0.6% | +10.5% | +10.6% |
| 3M | +9.3% | -1.2% | +10.5% | +10.6% |
| 6M | +75.2% | -1.9% | +77.2% | +79.2% |
| YTD | +165.5% | -1.3% | +166.7% | +169.7% |
| 1Y | +555.0% | -1.0% | +556.0% | +564.9% |
| 3Y | +1,870.5% | +15.2% | +1,855.2% | +1,639.9% |
| 5Y | +1,009.8% | -4.4% | +1,014.2% | +1,047.8% |
| 10Y | +2,502.5% | +22.6% | +2,479.9% | +2,360.2% |
| All | +2,502.5% | +22.1% | +2,480.4% | +2,360.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling