+23.3%
LQD vs DAL
+126.9%
-103.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | 0.0% | +0.8% | -0.8% | -0.1% |
| 30D | -0.2% | -11.7% | +11.5% | +0.5% |
| 3M | -1.7% | -2.7% | +1.1% | -1.6% |
| 6M | -2.7% | +30.7% | -33.3% | -4.3% |
| YTD | -1.4% | +14.4% | -15.8% | -2.5% |
| 1Y | -1.0% | +31.2% | -32.2% | -2.9% |
| 3Y | +15.1% | +99.4% | -84.4% | +8.8% |
| 5Y | -5.2% | +98.6% | -103.7% | -11.2% |
| 10Y | +23.3% | +135.0% | -111.7% | +11.2% |
| All | +23.3% | +126.9% | -103.6% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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