+14.2%
LQD vs DKS
+29.1%
-14.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.1% |
| 7D | -1.1% | -3.0% | +1.9% | -1.0% |
| 30D | -1.3% | -33.4% | +32.1% | -0.3% |
| 3M | -3.2% | -39.4% | +36.2% | -1.9% |
| 6M | -2.1% | -30.1% | +28.0% | -1.4% |
| YTD | -2.4% | -31.0% | +28.6% | -1.6% |
| 1Y | -2.7% | -40.2% | +37.5% | -1.5% |
| 3Y | +14.2% | +30.9% | -16.8% | +9.2% |
| All | +14.2% | +29.1% | -14.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 3y: compounded portfolio wealth divided by compounded DKS 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…
3y analysis · Full analysis span regression · 6 months rolling