+1,568.0%
LITE vs LQD
+25.7%
+1,542.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -2.7% |
| 7D | +22.6% | -1.5% | +24.1% | +24.5% |
| 30D | -36.8% | +0.9% | -37.7% | -37.5% |
| 3M | -33.0% | -1.7% | -31.3% | -32.0% |
| 6M | -37.1% | -2.8% | -34.3% | -35.3% |
| YTD | +69.5% | -2.8% | +72.2% | +74.5% |
| 1Y | +146.1% | -2.8% | +148.9% | +154.0% |
| 3Y | +1,440.8% | +15.5% | +1,425.4% | +1,255.6% |
| 5Y | +580.4% | -4.9% | +585.4% | +607.3% |
| All | +1,568.0% | +25.7% | +1,542.3% | +1,410.0% |
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