-5.8%
LQD vs DG
-39.4%
+33.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -1.1% | -6.3% | +5.2% | -0.9% |
| 30D | -1.1% | +2.4% | -3.6% | -1.2% |
| 3M | -2.3% | +12.4% | -14.8% | -2.7% |
| 6M | -2.9% | -14.9% | +12.0% | -2.6% |
| YTD | -2.3% | -6.1% | +3.7% | -2.3% |
| 1Y | -2.2% | +17.9% | -20.0% | -2.8% |
| 3Y | +14.0% | +3.1% | +10.9% | +13.0% |
| 5Y | -5.8% | -38.7% | +32.9% | -4.8% |
| All | -5.8% | -39.4% | +33.6% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling