-5.6%
LQD vs DOC
-22.1%
+16.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.4% | +6.2% | -5.8% | -0.3% |
| 30D | +2.5% | +6.5% | -4.0% | +1.6% |
| 3M | -1.5% | -6.2% | +4.7% | -0.8% |
| 6M | -2.1% | +25.6% | -27.7% | -5.3% |
| YTD | -2.0% | +32.1% | -34.1% | -6.0% |
| 1Y | -1.4% | +20.3% | -21.7% | -4.2% |
| 3Y | +16.6% | +42.7% | -26.1% | +9.2% |
| 5Y | -5.6% | -22.2% | +16.6% | -4.2% |
| All | -5.6% | -22.1% | +16.5% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling