-4.1%
LQD vs DOCS
-73.4%
+69.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.1% |
| 7D | -0.4% | -1.4% | +1.0% | -0.4% |
| 30D | -0.8% | +21.8% | -22.6% | -1.4% |
| 3M | -1.9% | +27.3% | -29.2% | -2.7% |
| 6M | -2.7% | -0.3% | -2.3% | -2.9% |
| YTD | -1.3% | -40.5% | +39.2% | -0.2% |
| 1Y | 0.0% | -61.5% | +61.5% | +2.2% |
| 3Y | +14.9% | +8.2% | +6.7% | +12.1% |
| All | -4.1% | -73.4% | +69.3% | -5.0% |
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 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