+25.2%
LQD vs DIS
+32.4%
-7.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.3% |
| 7D | -1.6% | +1.9% | -3.5% | -1.8% |
| 30D | +0.5% | +9.2% | -8.6% | 0.0% |
| 3M | -2.3% | +13.5% | -15.8% | -3.1% |
| 6M | -3.1% | +14.3% | -17.3% | -4.0% |
| YTD | -3.0% | +5.4% | -8.3% | -3.5% |
| 1Y | -2.6% | +12.2% | -14.7% | -3.5% |
| 3Y | +15.2% | +37.2% | -22.0% | +11.9% |
| 5Y | -5.2% | -23.1% | +18.0% | -5.2% |
| All | +25.2% | +32.4% | -7.1% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 10y: compounded portfolio wealth divided by compounded DIS 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…
10y analysis · Full analysis span regression · 6 months rolling