+189.9%
LQD vs DIS
+695.1%
-505.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -0.4% | -2.6% | +2.2% | -0.3% |
| 30D | -0.8% | +3.5% | -4.3% | -0.9% |
| 3M | -1.9% | +6.8% | -8.7% | -2.2% |
| 6M | -2.7% | +3.0% | -5.6% | -2.8% |
| YTD | -1.3% | -6.7% | +5.5% | -1.1% |
| 1Y | 0.0% | -10.1% | +10.1% | +0.2% |
| 3Y | +14.9% | +33.0% | -18.1% | +13.5% |
| 5Y | -4.6% | -40.0% | +35.4% | -4.1% |
| 10Y | +22.0% | +21.1% | +0.9% | +20.5% |
| All | +189.9% | +695.1% | -505.2% | +188.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling