-4.4%
LQD vs DRI
+78.6%
-83.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | +0.5% | +9.7% | -9.2% | -0.1% |
| 3M | -2.3% | +3.2% | -5.5% | -2.6% |
| 6M | -3.1% | +20.6% | -23.6% | -4.4% |
| YTD | -3.0% | +28.3% | -31.2% | -4.8% |
| 1Y | -2.6% | +34.5% | -37.1% | -4.7% |
| 3Y | +15.2% | +66.5% | -51.3% | +10.1% |
| All | -4.4% | +78.6% | -83.1% | -11.1% |
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