+189.9%
LQD vs DD
+396.0%
-206.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | -0.6% | -7.4% | +6.8% | -0.4% |
| 3M | -1.2% | -6.4% | +5.2% | -1.1% |
| 6M | -1.9% | -2.5% | +0.5% | -1.9% |
| YTD | -1.3% | +10.2% | -11.5% | -1.5% |
| 1Y | -1.0% | +36.9% | -38.0% | -1.8% |
| 3Y | +15.2% | +47.0% | -31.8% | +13.9% |
| 5Y | -4.4% | +63.1% | -67.6% | -5.9% |
| 10Y | +22.6% | +68.2% | -45.6% | +19.6% |
| All | +189.9% | +396.0% | -206.1% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling