+562.5%
LITE vs LQD
-5.1%
+567.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.2% |
| 7D | +10.8% | -1.6% | +12.4% | +12.9% |
| 30D | -33.4% | +0.5% | -34.0% | -34.0% |
| 3M | -32.2% | -2.3% | -29.9% | -30.6% |
| 6M | -42.1% | -3.1% | -39.0% | -40.1% |
| YTD | +61.9% | -3.0% | +64.8% | +67.8% |
| 1Y | +163.0% | -2.6% | +165.5% | +171.7% |
| 3Y | +1,358.0% | +15.2% | +1,342.8% | +1,174.1% |
| All | +562.5% | -5.1% | +567.5% | +528.4% |
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