+2,053.0%
LLY vs LQD
+25.7%
+2,027.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +4.6% | -1.5% | +6.1% | +5.3% |
| 30D | +22.4% | +0.9% | +21.5% | +21.9% |
| 3M | +17.1% | -1.7% | +18.8% | +18.0% |
| 6M | +44.6% | -2.8% | +47.4% | +46.4% |
| YTD | +33.5% | -2.8% | +36.2% | +35.0% |
| 1Y | +41.1% | -2.8% | +43.9% | +42.8% |
| 3Y | +143.8% | +15.5% | +128.3% | +131.2% |
| 5Y | +473.4% | -4.9% | +478.3% | +479.1% |
| All | +2,053.0% | +25.7% | +2,027.3% | +1,829.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling