+1,358.0%
LITE vs LQD
+15.6%
+1,342.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.2% |
| 7D | +10.8% | -1.6% | +12.4% | +13.4% |
| 30D | -33.4% | +0.5% | -34.0% | -34.1% |
| 3M | -32.2% | -2.3% | -29.9% | -30.1% |
| 6M | -42.1% | -3.1% | -39.0% | -39.4% |
| YTD | +61.9% | -3.0% | +64.8% | +69.5% |
| 1Y | +163.0% | -2.6% | +165.5% | +174.3% |
| 3Y | +1,358.0% | +15.2% | +1,342.8% | +1,189.5% |
| All | +1,358.0% | +15.6% | +1,342.4% | +1,189.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling