+901.5%
LITE vs LQD
-4.2%
+905.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | -0.4% | -1.1% | -1.1% |
| 30D | +6.7% | -0.8% | +7.4% | +7.6% |
| 3M | -6.8% | -1.9% | -4.8% | -4.6% |
| 6M | +29.4% | -2.7% | +32.1% | +34.0% |
| YTD | +139.1% | -1.3% | +140.4% | +143.4% |
| 1Y | +521.0% | 0.0% | +521.0% | +525.3% |
| 3Y | +1,535.3% | +14.9% | +1,520.4% | +1,330.3% |
| All | +901.5% | -4.2% | +905.8% | +904.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling