+109.9%
LQD vs DAL
+368.9%
-259.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | +0.2% | +8.8% | -8.5% | +0.1% |
| 30D | +2.4% | +5.4% | -3.0% | +2.3% |
| 3M | -0.9% | -4.9% | +4.0% | -0.8% |
| 6M | -2.3% | +19.8% | -22.2% | -2.7% |
| YTD | -1.7% | +27.0% | -28.7% | -2.3% |
| 1Y | -1.6% | +52.5% | -54.1% | -2.5% |
| 3Y | +17.6% | +173.8% | -156.3% | +15.1% |
| 5Y | -5.3% | +104.5% | -109.8% | -7.1% |
| 10Y | +23.3% | +129.7% | -106.4% | +19.9% |
| All | +109.9% | +368.9% | -259.0% | +102.2% |
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 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