-5.8%
LQD vs DIA
+61.6%
-67.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -1.1% | -3.0% | +1.9% | -0.4% |
| 30D | -1.1% | -3.0% | +1.9% | -0.5% |
| 3M | -2.3% | +4.5% | -6.8% | -3.3% |
| 6M | -2.9% | +9.8% | -12.7% | -4.8% |
| YTD | -2.3% | +9.3% | -11.6% | -4.2% |
| 1Y | -2.2% | +16.0% | -18.1% | -5.3% |
| 3Y | +14.0% | +57.7% | -43.7% | +2.6% |
| 5Y | -5.8% | +63.8% | -69.5% | -17.0% |
| All | -5.8% | +61.6% | -67.4% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling