-1.9%
LQD vs EAT
+109.8%
-111.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | +0.7% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +2.6% | +13.5% | -10.9% | +2.5% |
| 3M | -1.7% | +1.0% | -2.7% | -1.8% |
| 6M | -1.9% | +57.3% | -59.2% | -2.8% |
| YTD | -2.2% | +53.6% | -55.8% | -3.0% |
| 1Y | -1.9% | +110.8% | -112.7% | -3.0% |
| All | -1.9% | +109.8% | -111.7% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling