-4.9%
LQD vs ED
+67.9%
-72.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.1% |
| 7D | 0.0% | -0.2% | +0.1% | 0.0% |
| 30D | -0.2% | +1.9% | -2.1% | -0.4% |
| 3M | -1.7% | +1.9% | -3.5% | -2.0% |
| 6M | -2.7% | -2.3% | -0.4% | -2.5% |
| YTD | -1.4% | +10.9% | -12.3% | -3.0% |
| 1Y | -1.0% | +14.5% | -15.5% | -3.1% |
| 3Y | +15.1% | +33.4% | -18.3% | +9.3% |
| All | -4.9% | +67.9% | -72.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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