+21.6%
LQD vs DECK
+718.3%
-696.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -0.4% | -2.2% | +1.8% | -0.3% |
| 30D | -0.8% | -13.6% | +12.8% | -0.2% |
| 3M | -1.9% | -21.2% | +19.3% | -1.0% |
| 6M | -2.7% | -21.1% | +18.4% | -1.9% |
| YTD | -1.3% | -17.2% | +16.0% | -0.7% |
| 1Y | 0.0% | -30.7% | +30.7% | +1.1% |
| 3Y | +14.9% | -3.4% | +18.3% | +13.3% |
| 5Y | -4.6% | +25.5% | -30.1% | -7.9% |
| All | +21.6% | +718.3% | -696.7% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling