-6.0%
LQD vs DLR
+43.3%
-49.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -1.3% | -4.3% | +3.0% | -0.8% |
| 3M | -3.2% | +3.8% | -7.0% | -3.8% |
| 6M | -2.1% | +5.8% | -8.0% | -3.0% |
| YTD | -2.4% | +23.5% | -25.9% | -4.9% |
| 1Y | -2.7% | +11.1% | -13.7% | -4.1% |
| 3Y | +14.2% | +57.9% | -43.7% | +6.4% |
| All | -6.0% | +43.3% | -49.4% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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