-37.1%
LITE vs LQD
-2.8%
-34.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.3% |
| 7D | +22.6% | -1.5% | +24.1% | +23.1% |
| 30D | -36.8% | +0.9% | -37.7% | -37.4% |
| 3M | -33.0% | -1.7% | -31.3% | -30.6% |
| 6M | -37.1% | -2.8% | -34.3% | -34.0% |
| All | -37.1% | -2.8% | -34.2% | -34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling