-1.9%
LQD vs DG
+45.3%
-47.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.5% | -7.8% | +0.5% |
| 7D | +0.4% | +12.3% | -11.8% | 0.0% |
| 30D | +2.6% | +19.3% | -16.7% | +2.0% |
| 3M | -1.7% | +11.9% | -13.6% | -2.1% |
| 6M | -1.9% | +25.0% | -26.9% | -2.7% |
| YTD | -2.2% | +8.7% | -10.9% | -2.7% |
| 1Y | -1.9% | +44.7% | -46.6% | -2.2% |
| All | -1.9% | +45.3% | -47.1% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling