+85.1%
LQD vs DG
+577.8%
-492.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.1% |
| 7D | +0.2% | -2.5% | +2.7% | +0.3% |
| 30D | -0.6% | +1.0% | -1.6% | -0.6% |
| 3M | -1.2% | +20.3% | -21.5% | -1.6% |
| 6M | -1.9% | -11.7% | +9.8% | -1.8% |
| YTD | -1.3% | -2.3% | +1.1% | -1.3% |
| 1Y | -1.0% | +20.0% | -21.0% | -1.5% |
| 3Y | +15.2% | +7.2% | +8.0% | +14.6% |
| 5Y | -4.4% | -37.9% | +33.5% | -4.2% |
| 10Y | +22.6% | +107.3% | -84.7% | +22.9% |
| All | +85.1% | +577.8% | -492.6% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling