-4.4%
LQD vs DAR
-27.0%
+22.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.3% |
| 7D | -1.6% | +11.6% | -13.2% | -1.9% |
| 30D | +0.5% | -10.2% | +10.8% | +0.8% |
| 3M | -2.3% | -14.8% | +12.5% | -2.0% |
| 6M | -3.1% | -10.1% | +7.0% | -2.9% |
| YTD | -3.0% | +55.5% | -58.5% | -4.4% |
| 1Y | -2.6% | +61.7% | -64.2% | -4.1% |
| 3Y | +15.2% | +37.2% | -22.0% | +13.3% |
| All | -4.4% | -27.0% | +22.5% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling