-1.9%
LQD vs DLTR
+45.2%
-47.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.6% | -8.9% | +0.4% |
| 7D | +0.4% | +15.6% | -15.2% | -0.1% |
| 30D | +2.6% | +29.9% | -27.2% | +1.7% |
| 3M | -1.7% | +12.5% | -14.2% | -2.2% |
| 6M | -1.9% | +56.3% | -58.2% | -3.6% |
| YTD | -2.2% | +19.5% | -21.7% | -3.2% |
| 1Y | -1.9% | +44.0% | -45.9% | -3.1% |
| All | -1.9% | +45.2% | -47.1% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling