-2.2%
LQD vs ECL
+1.7%
-3.9%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -1.1% | -2.6% | +1.6% | -0.9% |
| 30D | -1.1% | -4.6% | +3.5% | -0.7% |
| 3M | -2.3% | +6.0% | -8.3% | -2.8% |
| 6M | -2.9% | -3.0% | +0.1% | -2.9% |
| YTD | -2.3% | +4.0% | -6.3% | -2.6% |
| 1Y | -2.2% | +2.0% | -4.2% | -2.3% |
| All | -2.2% | +1.7% | -3.9% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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