+189.9%
LQD vs D
+519.4%
-329.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.4% | +1.5% | -1.9% | -0.5% |
| 30D | -0.8% | -2.6% | +1.8% | -0.6% |
| 3M | -1.9% | 0.0% | -1.9% | -1.9% |
| 6M | -2.7% | +7.4% | -10.0% | -3.2% |
| YTD | -1.3% | +15.9% | -17.1% | -2.3% |
| 1Y | 0.0% | +18.1% | -18.1% | -1.2% |
| 3Y | +14.9% | +58.4% | -43.5% | +11.1% |
| 5Y | -4.6% | +5.2% | -9.8% | -5.7% |
| 10Y | +22.0% | +35.9% | -13.9% | +18.5% |
| All | +189.9% | +519.4% | -329.5% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling