-5.6%
LQD vs DECK
+25.8%
-31.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | +0.4% | +6.0% | -5.6% | +0.2% |
| 30D | +2.5% | +7.4% | -5.0% | +2.1% |
| 3M | -1.5% | -11.7% | +10.1% | -1.1% |
| 6M | -2.1% | -11.0% | +8.8% | -1.8% |
| YTD | -2.0% | -15.4% | +13.3% | -1.6% |
| 1Y | -1.4% | +7.2% | -8.7% | -2.0% |
| 3Y | +16.6% | -11.8% | +28.4% | +14.7% |
| 5Y | -5.6% | +24.3% | -29.9% | -11.9% |
| All | -5.6% | +25.8% | -31.3% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling