-5.8%
LQD vs EAT
+308.2%
-313.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -1.1% | -6.2% | +5.1% | -0.9% |
| 30D | -1.1% | -3.0% | +1.9% | -1.1% |
| 3M | -2.3% | +45.6% | -48.0% | -3.9% |
| 6M | -2.9% | +53.5% | -56.4% | -4.7% |
| YTD | -2.3% | +49.6% | -51.9% | -4.2% |
| 1Y | -2.2% | +38.9% | -41.1% | -3.8% |
| 3Y | +14.0% | +589.7% | -575.6% | +2.4% |
| 5Y | -5.8% | +318.7% | -324.4% | -15.6% |
| All | -5.8% | +308.2% | -313.9% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling