+186.9%
LQD vs DVA
+2,344.9%
-2,158.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -1.1% | +1.7% | -2.8% | -1.2% |
| 3M | -2.3% | -8.7% | +6.3% | -2.2% |
| 6M | -2.9% | +19.7% | -22.5% | -3.6% |
| YTD | -2.3% | +59.6% | -61.9% | -3.9% |
| 1Y | -2.2% | +37.1% | -39.3% | -3.4% |
| 3Y | +14.0% | +89.8% | -75.8% | +11.2% |
| 5Y | -5.8% | +47.4% | -53.1% | -7.9% |
| 10Y | +22.2% | +184.9% | -162.7% | +16.7% |
| All | +186.9% | +2,344.9% | -2,158.0% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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