-4.9%
LQD vs ECL
+26.8%
-31.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +2.0% | +0.1% |
| 7D | 0.0% | -2.7% | +2.7% | +0.3% |
| 30D | -0.2% | -4.3% | +4.1% | +0.3% |
| 3M | -1.7% | +3.2% | -4.9% | -2.1% |
| 6M | -2.7% | -2.9% | +0.2% | -2.5% |
| YTD | -1.4% | +4.3% | -5.7% | -2.1% |
| 1Y | -1.0% | +1.6% | -2.6% | -1.5% |
| 3Y | +15.1% | +54.3% | -39.2% | +8.2% |
| All | -4.9% | +26.8% | -31.7% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling