-2.8%
LQD vs DOC
+20.8%
-23.6%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +0.9% | +6.6% | -5.7% | +0.5% |
| 3M | -1.7% | -1.1% | -0.6% | -1.7% |
| 6M | -2.8% | +4.8% | -7.6% | -3.1% |
| YTD | -2.8% | +32.1% | -34.8% | -4.1% |
| 1Y | -2.8% | +21.9% | -24.7% | -3.8% |
| All | -2.8% | +20.8% | -23.6% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling