+108.6%
LQD vs DAL
+395.8%
-287.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +0.2% | +10.7% | -10.6% | 0.0% |
| 30D | +1.4% | +12.5% | -11.1% | +1.2% |
| 3M | -1.1% | +3.6% | -4.8% | -1.2% |
| 6M | -2.9% | +26.7% | -29.7% | -3.4% |
| YTD | -2.3% | +34.3% | -36.6% | -3.0% |
| 1Y | -2.1% | +59.1% | -61.2% | -3.0% |
| 3Y | +15.9% | +179.9% | -163.9% | +13.4% |
| 5Y | -4.9% | +119.1% | -124.1% | -6.9% |
| 10Y | +24.8% | +125.6% | -100.8% | +21.2% |
| All | +108.6% | +395.8% | -287.2% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling