-3.5%
LQD vs DOCS
-20.2%
+16.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +2.2% | +7.8% | -5.6% | +2.0% |
| 3M | -0.9% | +20.0% | -20.9% | -1.4% |
| 6M | -2.2% | +26.5% | -28.7% | -3.0% |
| YTD | -1.6% | -25.8% | +24.2% | -1.2% |
| 1Y | -1.3% | -39.5% | +38.1% | -0.5% |
| 3Y | +17.4% | +60.3% | -42.9% | +13.9% |
| 5Y | -5.2% | -57.0% | +51.9% | -6.8% |
| All | -3.5% | -20.2% | +16.6% | -5.3% |
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