+189.9%
LQD vs EAT
+1,416.6%
-1,226.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.1% |
| 7D | +0.2% | -4.9% | +5.2% | +0.3% |
| 30D | -0.6% | -1.2% | +0.6% | -0.6% |
| 3M | -1.2% | +52.2% | -53.5% | -2.0% |
| 6M | -1.9% | +65.0% | -67.0% | -2.9% |
| YTD | -1.3% | +55.0% | -56.3% | -2.2% |
| 1Y | -1.0% | +42.1% | -43.1% | -1.8% |
| 3Y | +15.2% | +614.7% | -599.5% | +10.7% |
| 5Y | -4.4% | +322.7% | -327.2% | -8.0% |
| 10Y | +22.6% | +382.0% | -359.4% | +15.7% |
| All | +189.9% | +1,416.6% | -1,226.7% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling