+23.4%
LQD vs DECK
+874.1%
-850.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +0.2% | +5.8% | -5.5% | 0.0% |
| 30D | +2.4% | +7.9% | -5.5% | +2.0% |
| 3M | -0.9% | -11.4% | +10.5% | -0.4% |
| 6M | -2.3% | -16.6% | +14.2% | -1.7% |
| YTD | -1.7% | -16.4% | +14.6% | -1.3% |
| 1Y | -1.6% | +8.6% | -10.3% | -2.3% |
| 3Y | +17.6% | -15.1% | +32.7% | +16.7% |
| 5Y | -5.3% | +22.9% | -28.1% | -8.5% |
| All | +23.4% | +874.1% | -850.7% | +14.7% |
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