-4.3%
LQD vs DOCS
-21.3%
+17.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +0.2% | -0.6% | +0.7% | +0.2% |
| 30D | +1.4% | +6.3% | -4.9% | +1.3% |
| 3M | -1.1% | +26.5% | -27.6% | -1.7% |
| 6M | -2.9% | +24.8% | -27.7% | -3.7% |
| YTD | -2.3% | -26.8% | +24.4% | -1.9% |
| 1Y | -2.1% | -38.3% | +36.2% | -1.3% |
| 3Y | +15.9% | +36.0% | -20.1% | +13.1% |
| 5Y | -4.9% | -55.0% | +50.1% | -6.5% |
| All | -4.3% | -21.3% | +17.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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