+189.0%
LQD vs D
+542.0%
-353.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | +0.9% | +0.8% | +0.2% | +0.9% |
| 30D | +2.2% | +10.7% | -8.5% | +1.5% |
| 3M | -0.9% | +2.3% | -3.2% | -1.1% |
| 6M | -2.2% | +12.5% | -14.7% | -3.0% |
| YTD | -1.6% | +20.1% | -21.7% | -2.9% |
| 1Y | -1.3% | +15.6% | -16.9% | -2.4% |
| 3Y | +17.4% | +75.2% | -57.8% | +12.9% |
| 5Y | -5.2% | +14.6% | -19.8% | -6.8% |
| 10Y | +25.7% | +43.8% | -18.1% | +21.7% |
| All | +189.0% | +542.0% | -353.1% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling