+189.9%
LQD vs DIA
+936.1%
-746.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +0.2% | +0.1% | +0.2% | +0.2% |
| 30D | -0.6% | -2.1% | +1.5% | -0.4% |
| 3M | -1.2% | +4.2% | -5.4% | -1.5% |
| 6M | -1.9% | +11.9% | -13.8% | -2.7% |
| YTD | -1.3% | +10.8% | -12.1% | -2.0% |
| 1Y | -1.0% | +17.5% | -18.5% | -2.1% |
| 3Y | +15.2% | +59.9% | -44.7% | +11.6% |
| 5Y | -4.4% | +64.1% | -68.6% | -7.7% |
| 10Y | +22.6% | +246.2% | -223.6% | +14.9% |
| All | +189.9% | +936.1% | -746.1% | +169.1% |
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