+16.3%
LQD vs DOW
-17.0%
+33.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | 0.0% |
| 7D | -1.1% | -1.4% | +0.3% | -1.1% |
| 30D | -1.3% | -3.9% | +2.7% | -1.2% |
| 3M | -3.2% | -12.7% | +9.5% | -2.8% |
| 6M | -2.1% | -13.7% | +11.6% | -1.8% |
| YTD | -2.4% | +28.4% | -30.7% | -3.7% |
| 1Y | -2.7% | +21.8% | -24.4% | -3.9% |
| 3Y | +14.2% | -35.7% | +49.9% | +15.2% |
| 5Y | -5.8% | -36.8% | +31.0% | -5.2% |
| All | +16.3% | -17.0% | +33.3% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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