+184.9%
LQD vs DIA
+929.1%
-744.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | -1.6% | +2.1% | -3.8% | -1.8% |
| 30D | +0.5% | +1.5% | -0.9% | +0.4% |
| 3M | -2.3% | -2.4% | +0.1% | -2.2% |
| 6M | -3.1% | +6.0% | -9.0% | -3.5% |
| YTD | -3.0% | +10.1% | -13.1% | -3.6% |
| 1Y | -2.6% | +11.8% | -14.4% | -3.3% |
| 3Y | +15.2% | +59.7% | -44.5% | +11.6% |
| 5Y | -5.2% | +57.9% | -63.1% | -8.3% |
| 10Y | +24.6% | +236.2% | -211.7% | +16.9% |
| All | +184.9% | +929.1% | -744.2% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling