-4.9%
LQD vs DRI
+65.0%
-69.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | -0.1% |
| 7D | 0.0% | -4.8% | +4.8% | +0.3% |
| 30D | -0.2% | -3.9% | +3.7% | 0.0% |
| 3M | -1.7% | +5.1% | -6.8% | -2.1% |
| 6M | -2.7% | +5.5% | -8.2% | -3.2% |
| YTD | -1.4% | +16.5% | -17.9% | -2.6% |
| 1Y | -1.0% | +2.0% | -3.0% | -1.4% |
| 3Y | +15.1% | +54.5% | -39.4% | +10.5% |
| All | -4.9% | +65.0% | -69.9% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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