-5.8%
LQD vs DOW
-36.0%
+30.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | -1.1% | -4.1% | +3.0% | -1.0% |
| 3M | -2.3% | -12.4% | +10.1% | -1.9% |
| 6M | -2.9% | -10.6% | +7.7% | -2.8% |
| YTD | -2.3% | +31.1% | -33.4% | -4.1% |
| 1Y | -2.2% | +30.5% | -32.7% | -4.1% |
| 3Y | +14.0% | -34.4% | +48.4% | +15.6% |
| 5Y | -5.8% | -35.5% | +29.7% | -4.8% |
| All | -5.8% | -36.0% | +30.2% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling