+22.2%
LQD vs DG
+101.8%
-79.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -1.1% | -6.5% | +5.4% | -0.9% |
| 30D | -1.3% | +4.2% | -5.4% | -1.4% |
| 3M | -3.2% | +9.5% | -12.7% | -3.5% |
| 6M | -2.1% | -13.1% | +11.0% | -1.8% |
| YTD | -2.4% | -4.8% | +2.5% | -2.3% |
| 1Y | -2.7% | +20.6% | -23.3% | -3.4% |
| 3Y | +14.2% | +4.9% | +9.3% | +13.2% |
| 5Y | -5.8% | -37.9% | +32.1% | -5.1% |
| All | +22.2% | +101.8% | -79.6% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling