+185.6%
LQD vs DIS
+792.7%
-607.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -1.5% | +0.9% | -2.4% | -1.6% |
| 30D | +0.9% | +8.9% | -8.0% | +0.6% |
| 3M | -1.7% | +14.5% | -16.2% | -2.1% |
| 6M | -2.8% | +12.2% | -15.0% | -3.2% |
| YTD | -2.8% | +4.7% | -7.5% | -3.0% |
| 1Y | -2.8% | +2.8% | -5.6% | -3.0% |
| 3Y | +15.5% | +38.1% | -22.7% | +13.9% |
| 5Y | -4.9% | -23.6% | +18.7% | -5.1% |
| 10Y | +24.9% | +31.4% | -6.5% | +22.8% |
| All | +185.6% | +792.7% | -607.1% | +183.1% |
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