+14.2%
LQD vs DT
+7.2%
+6.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -1.1% | -1.6% | +0.5% | -1.1% |
| 30D | -1.3% | +3.0% | -4.3% | -1.4% |
| 3M | -3.2% | +26.5% | -29.7% | -3.7% |
| 6M | -2.1% | +35.9% | -38.1% | -2.9% |
| YTD | -2.4% | +17.8% | -20.2% | -2.7% |
| 1Y | -2.7% | +4.1% | -6.7% | -2.7% |
| 3Y | +14.2% | +5.3% | +8.9% | +12.8% |
| All | +14.2% | +7.2% | +6.9% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling