+15.2%
LQD vs DIA
+60.3%
-45.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | +2.1% | -3.8% | -2.0% |
| 30D | +0.5% | +1.5% | -0.9% | +0.2% |
| 3M | -2.3% | -2.4% | +0.1% | -1.9% |
| 6M | -3.1% | +6.0% | -9.0% | -4.1% |
| YTD | -3.0% | +10.1% | -13.1% | -4.8% |
| 1Y | -2.6% | +11.8% | -14.4% | -4.6% |
| 3Y | +15.2% | +59.7% | -44.5% | +3.7% |
| All | +15.2% | +60.3% | -45.1% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 3y: compounded portfolio wealth divided by compounded DIA 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…
3y analysis · Full analysis span regression · 6 months rolling