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  • LQD vs DT✓SelectedUSD · DTLQD vs DT performance historyLatest closeAs of-0.90%09/10
Stock and ETF performance explorer

LQD vs DT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-5.8%
DT return
-27.8%
Excess return
+22.1%
Maximum drawdown
-25.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioDTExcessAlpha
1D-0.9%+1.6%-2.5%-1.0%
7D-1.1%-2.5%+1.5%-1.0%
30D-1.1%+3.5%-4.7%-1.3%
3M-2.3%+26.7%-29.1%-3.4%
6M-2.9%+36.1%-39.0%-4.4%
YTD-2.3%+18.6%-21.0%-3.3%
1Y-2.2%+7.9%-10.1%-2.7%
3Y+14.0%+8.6%+5.4%+12.7%
5Y-5.8%-26.7%+20.9%-7.8%
All-5.8%-27.8%+22.1%-7.8%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling