+15.3%
LQD vs DAR
+9.6%
+5.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | 0.0% | -0.2% | +0.1% | 0.0% |
| 30D | -0.2% | +7.4% | -7.6% | -0.4% |
| 3M | -1.7% | +15.7% | -17.4% | -2.0% |
| 6M | -2.7% | +30.0% | -32.7% | -3.3% |
| YTD | -1.4% | +87.5% | -89.0% | -3.1% |
| 1Y | -1.0% | +113.4% | -114.4% | -3.1% |
| All | +15.3% | +9.6% | +5.7% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling