-5.3%
LQD vs DFNS
-99.9%
+94.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -1.1% | -6.3% | +5.2% | -1.1% |
| 30D | -1.3% | -74.0% | +72.7% | -1.3% |
| 3M | -3.2% | -70.1% | +66.9% | -3.1% |
| 6M | -2.1% | -93.9% | +91.8% | -2.1% |
| YTD | -2.4% | -98.1% | +95.7% | -2.4% |
| 1Y | -2.7% | -98.3% | +95.6% | -2.7% |
| 3Y | +14.2% | -99.9% | +114.1% | +12.5% |
| 5Y | -5.8% | -99.9% | +94.1% | -7.2% |
| All | -5.3% | -99.9% | +94.6% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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