+186.9%
LQD vs DLTR
+978.4%
-791.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -1.1% | -9.4% | +8.4% | -1.0% |
| 30D | -1.1% | -7.3% | +6.2% | -1.1% |
| 3M | -2.3% | +7.6% | -9.9% | -2.4% |
| 6M | -2.9% | +1.6% | -4.5% | -2.9% |
| YTD | -2.3% | -3.5% | +1.2% | -2.3% |
| 1Y | -2.2% | +20.0% | -22.2% | -2.3% |
| 3Y | +14.0% | +2.3% | +11.7% | +13.8% |
| 5Y | -5.8% | +31.5% | -37.3% | -5.9% |
| 10Y | +22.2% | +45.4% | -23.2% | +22.2% |
| All | +186.9% | +978.4% | -791.5% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling