+15.2%
LQD vs ECL
+79.8%
-64.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -1.6% | +2.9% | -4.5% | -1.9% |
| 30D | +0.5% | +7.5% | -7.0% | -0.2% |
| 3M | -2.3% | +12.2% | -14.6% | -3.5% |
| 6M | -3.1% | +24.6% | -27.6% | -5.2% |
| YTD | -3.0% | +18.8% | -21.7% | -4.8% |
| 1Y | -2.6% | +19.3% | -21.9% | -4.4% |
| 3Y | +15.2% | +78.2% | -63.0% | +7.0% |
| All | +15.2% | +79.8% | -64.6% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling