+189.5%
LQD vs DUK
+857.0%
-667.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -0.2% | +0.2% | -0.4% | -0.2% |
| 3M | -1.7% | -1.9% | +0.2% | -1.6% |
| 6M | -2.7% | -6.5% | +3.8% | -2.3% |
| YTD | -1.4% | +5.4% | -6.9% | -1.9% |
| 1Y | -1.0% | +3.6% | -4.5% | -1.3% |
| 3Y | +15.1% | +48.1% | -33.1% | +11.8% |
| 5Y | -5.2% | +39.6% | -44.8% | -7.7% |
| 10Y | +23.3% | +131.8% | -108.5% | +16.7% |
| All | +189.5% | +857.0% | -667.5% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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