+15.2%
LQD vs DFNS
-100.0%
+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% | -5.5% | +5.3% | -0.2% |
| 7D | -1.6% | -6.0% | +4.3% | -1.6% |
| 30D | +0.5% | -71.2% | +71.7% | +0.5% |
| 3M | -2.3% | -94.5% | +92.2% | -2.4% |
| 6M | -3.1% | -96.5% | +93.5% | -3.1% |
| YTD | -3.0% | -99.6% | +96.6% | -3.1% |
| 1Y | -2.6% | -99.7% | +97.1% | -2.7% |
| 3Y | +15.2% | -100.0% | +115.2% | +14.6% |
| All | +15.2% | -100.0% | +115.2% | +14.6% |
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