+15.3%
LQD vs DFNS
-99.9%
+115.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.5% | -0.2% |
| 7D | 0.0% | +4.6% | -4.7% | 0.0% |
| 30D | -0.2% | -73.9% | +73.7% | -0.2% |
| 3M | -1.7% | -71.7% | +70.0% | -1.6% |
| 6M | -2.7% | -94.6% | +91.9% | -2.7% |
| YTD | -1.4% | -98.1% | +96.7% | -1.5% |
| 1Y | -1.0% | -98.3% | +97.3% | -1.1% |
| All | +15.3% | -99.9% | +115.2% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling