-4.4%
LQD vs DIS
-41.2%
+36.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.2% | -1.1% | +1.3% | +0.3% |
| 30D | -0.6% | +0.1% | -0.7% | -0.6% |
| 3M | -1.2% | +7.1% | -8.3% | -1.7% |
| 6M | -1.9% | +4.3% | -6.2% | -2.3% |
| YTD | -1.3% | -6.9% | +5.7% | -1.0% |
| 1Y | -1.0% | -10.3% | +9.3% | -0.5% |
| 3Y | +15.2% | +32.8% | -17.6% | +11.4% |
| 5Y | -4.4% | -41.5% | +37.1% | -4.5% |
| All | -4.4% | -41.2% | +36.8% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling