+14.2%
LQD vs DE
+74.6%
-60.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.1% | -2.6% | +1.5% | -1.0% |
| 30D | -1.3% | +9.0% | -10.3% | -1.7% |
| 3M | -3.2% | +19.1% | -22.3% | -4.1% |
| 6M | -2.1% | +14.4% | -16.5% | -2.9% |
| YTD | -2.4% | +45.9% | -48.3% | -4.5% |
| 1Y | -2.7% | +43.6% | -46.3% | -4.8% |
| 3Y | +14.2% | +75.9% | -61.7% | +9.1% |
| All | +14.2% | +74.6% | -60.4% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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