-4.4%
LQD vs DOCS
-52.4%
+48.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.2% |
| 7D | -1.6% | +2.6% | -4.2% | -1.7% |
| 30D | +0.5% | +11.4% | -10.9% | +0.2% |
| 3M | -2.3% | +25.4% | -27.7% | -2.9% |
| 6M | -3.1% | +42.5% | -45.6% | -4.2% |
| YTD | -3.0% | -24.7% | +21.7% | -2.6% |
| 1Y | -2.6% | -32.9% | +30.4% | -1.8% |
| 3Y | +15.2% | +39.6% | -24.4% | +11.5% |
| All | -4.4% | -52.4% | +48.0% | -6.3% |
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 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