-5.8%
LQD vs DD
+57.4%
-63.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -1.1% | -2.9% | +1.8% | -0.9% |
| 30D | -1.1% | -11.5% | +10.4% | -0.3% |
| 3M | -2.3% | -5.4% | +3.1% | -2.0% |
| 6M | -2.9% | -6.9% | +4.0% | -2.6% |
| YTD | -2.3% | +6.9% | -9.2% | -3.0% |
| 1Y | -2.2% | +35.6% | -37.8% | -4.7% |
| 3Y | +14.0% | +42.5% | -28.5% | +9.7% |
| 5Y | -5.8% | +58.5% | -64.2% | -11.3% |
| All | -5.8% | +57.4% | -63.1% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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