+3,068.2%
LITE vs LQD
+34.8%
+3,033.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | -35.9% | +0.2% | -36.2% | -36.1% |
| 30D | -51.5% | +2.4% | -53.9% | -52.7% |
| 3M | -35.7% | -0.9% | -34.9% | -35.3% |
| 6M | -43.0% | -2.3% | -40.6% | -41.7% |
| YTD | +46.1% | -1.7% | +47.9% | +48.9% |
| 1Y | +124.7% | -1.6% | +126.4% | +129.1% |
| 3Y | +1,172.1% | +17.6% | +1,154.5% | +1,005.6% |
| 5Y | +477.0% | -5.3% | +482.3% | +499.4% |
| 10Y | +1,465.7% | +23.3% | +1,442.4% | +1,308.1% |
| All | +3,068.2% | +34.8% | +3,033.4% | +2,601.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling