+189.9%
LQD vs DAR
+7,795.3%
-7,605.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.1% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | -0.6% | +13.0% | -13.5% | -0.8% |
| 3M | -1.2% | +15.0% | -16.2% | -1.5% |
| 6M | -1.9% | +26.8% | -28.8% | -2.4% |
| YTD | -1.3% | +86.4% | -87.7% | -2.4% |
| 1Y | -1.0% | +115.1% | -116.1% | -2.5% |
| 3Y | +15.2% | +14.6% | +0.6% | +14.5% |
| 5Y | -4.4% | -8.8% | +4.4% | -4.9% |
| 10Y | +22.6% | +356.5% | -333.9% | +18.5% |
| All | +189.9% | +7,795.3% | -7,605.3% | +178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling