+189.9%
LQD vs DRI
+1,825.6%
-1,635.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +0.2% | -1.2% | +1.5% | +0.3% |
| 30D | -0.6% | -0.4% | -0.2% | -0.6% |
| 3M | -1.2% | +9.5% | -10.7% | -1.5% |
| 6M | -1.9% | +6.5% | -8.4% | -2.2% |
| YTD | -1.3% | +18.4% | -19.7% | -1.8% |
| 1Y | -1.0% | +4.2% | -5.2% | -1.2% |
| 3Y | +15.2% | +57.1% | -41.8% | +13.5% |
| 5Y | -4.4% | +70.4% | -74.8% | -6.2% |
| 10Y | +22.6% | +354.0% | -331.4% | +16.7% |
| All | +189.9% | +1,825.6% | -1,635.7% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling