-2.7%
LQD vs EAT
+37.8%
-40.4%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -1.1% | -7.7% | +6.6% | -1.0% |
| 30D | -1.3% | -13.6% | +12.3% | -1.1% |
| 3M | -3.2% | +33.9% | -37.1% | -3.9% |
| 6M | -2.1% | +47.2% | -49.3% | -3.0% |
| YTD | -2.4% | +48.1% | -50.4% | -3.3% |
| 1Y | -2.7% | +33.7% | -36.4% | -3.2% |
| All | -2.7% | +37.8% | -40.4% | -3.2% |
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