+186.9%
LQD vs DE
+4,945.1%
-4,758.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | -1.1% | +9.7% | -10.8% | -1.3% |
| 3M | -2.3% | +21.4% | -23.7% | -2.8% |
| 6M | -2.9% | +15.0% | -17.9% | -3.2% |
| YTD | -2.3% | +46.4% | -48.7% | -3.2% |
| 1Y | -2.2% | +45.6% | -47.8% | -3.0% |
| 3Y | +14.0% | +76.8% | -62.7% | +12.5% |
| 5Y | -5.8% | +99.4% | -105.2% | -7.4% |
| 10Y | +22.2% | +864.6% | -842.3% | +17.0% |
| All | +186.9% | +4,945.1% | -4,758.2% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling