+22.2%
LQD vs DTE
+137.8%
-115.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -1.1% | -2.6% | +1.5% | -0.8% |
| 30D | -1.3% | -4.4% | +3.1% | -0.8% |
| 3M | -3.2% | -8.3% | +5.1% | -2.3% |
| 6M | -2.1% | -8.1% | +5.9% | -1.3% |
| YTD | -2.4% | +4.4% | -6.8% | -3.0% |
| 1Y | -2.7% | +0.2% | -2.8% | -2.9% |
| 3Y | +14.2% | +42.6% | -28.4% | +9.2% |
| 5Y | -5.8% | +31.5% | -37.3% | -9.4% |
| All | +22.2% | +137.8% | -115.7% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling