+186.8%
LQD vs DGX
+1,094.4%
-907.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | -1.1% | -0.9% | -0.2% | -1.1% |
| 30D | -1.3% | -1.2% | -0.1% | -1.2% |
| 3M | -3.2% | +15.8% | -19.0% | -3.7% |
| 6M | -2.1% | +18.2% | -20.3% | -2.7% |
| YTD | -2.4% | +37.2% | -39.6% | -3.5% |
| 1Y | -2.7% | +30.4% | -33.0% | -3.6% |
| 3Y | +14.2% | +96.7% | -82.5% | +11.3% |
| 5Y | -5.8% | +67.2% | -73.0% | -7.8% |
| 10Y | +22.2% | +253.9% | -231.8% | +17.4% |
| All | +186.8% | +1,094.4% | -907.6% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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