+23.4%
LQD vs DOC
+15.7%
+7.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +0.2% | +6.5% | -6.2% | -0.4% |
| 30D | +2.4% | +9.2% | -6.8% | +1.4% |
| 3M | -0.9% | -2.5% | +1.6% | -0.7% |
| 6M | -2.3% | +7.1% | -9.4% | -3.2% |
| YTD | -1.7% | +33.0% | -34.7% | -5.2% |
| 1Y | -1.6% | +23.3% | -24.9% | -4.3% |
| 3Y | +17.6% | +44.9% | -27.3% | +11.5% |
| 5Y | -5.3% | -21.6% | +16.3% | -4.6% |
| All | +23.4% | +15.7% | +7.7% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling