+127.3%
LQD vs DLR
+3,617.4%
-3,490.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.2% | +3.4% | -3.2% | +0.1% |
| 30D | -0.6% | -2.2% | +1.6% | -0.5% |
| 3M | -1.2% | +4.7% | -5.9% | -1.4% |
| 6M | -1.9% | +9.0% | -10.9% | -2.2% |
| YTD | -1.3% | +24.1% | -25.4% | -2.0% |
| 1Y | -1.0% | +20.9% | -22.0% | -1.7% |
| 3Y | +15.2% | +60.0% | -44.8% | +13.4% |
| 5Y | -4.4% | +35.3% | -39.7% | -6.0% |
| 10Y | +22.6% | +165.8% | -143.2% | +19.7% |
| All | +127.3% | +3,617.4% | -3,490.1% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling