-5.2%
LQD vs D
+14.9%
-20.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | +0.9% | +0.8% | +0.2% | +0.8% |
| 30D | +2.2% | +10.7% | -8.5% | +1.1% |
| 3M | -0.9% | +2.3% | -3.2% | -1.2% |
| 6M | -2.2% | +12.5% | -14.7% | -3.6% |
| YTD | -1.6% | +20.1% | -21.7% | -3.8% |
| 1Y | -1.3% | +15.6% | -16.9% | -3.1% |
| 3Y | +17.4% | +75.2% | -57.8% | +9.1% |
| 5Y | -5.2% | +14.6% | -19.8% | -5.3% |
| All | -5.2% | +14.9% | -20.1% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling