-5.0%
LQD vs DOCS
-51.8%
+46.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | +2.4% | +17.4% | -15.0% | +1.9% |
| 3M | -0.9% | +57.4% | -58.2% | -2.2% |
| 6M | -2.3% | +26.5% | -28.9% | -3.2% |
| YTD | -1.7% | -26.6% | +24.8% | -1.2% |
| 1Y | -1.6% | -48.1% | +46.4% | -0.2% |
| 3Y | +17.6% | +52.6% | -35.0% | +13.3% |
| All | -5.0% | -51.8% | +46.8% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling