+22.2%
LQD vs EAT
+374.9%
-352.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -1.1% | -7.7% | +6.6% | -0.9% |
| 30D | -1.3% | -13.6% | +12.3% | -0.9% |
| 3M | -3.2% | +33.9% | -37.1% | -4.1% |
| 6M | -2.1% | +47.2% | -49.3% | -3.5% |
| YTD | -2.4% | +48.1% | -50.4% | -3.8% |
| 1Y | -2.7% | +33.7% | -36.4% | -3.9% |
| 3Y | +14.2% | +595.8% | -581.6% | +6.2% |
| 5Y | -5.8% | +314.4% | -320.2% | -11.9% |
| All | +22.2% | +374.9% | -352.8% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling