-4.4%
LQD vs ED
+85.1%
-89.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -1.6% | +2.1% | -3.7% | -1.9% |
| 30D | +0.5% | +10.4% | -9.9% | -0.8% |
| 3M | -2.3% | +12.5% | -14.9% | -3.8% |
| 6M | -3.1% | +14.9% | -18.0% | -4.9% |
| YTD | -3.0% | +24.8% | -27.8% | -6.0% |
| 1Y | -2.6% | +23.8% | -26.4% | -5.5% |
| 3Y | +15.2% | +51.6% | -36.5% | +7.3% |
| All | -4.4% | +85.1% | -89.5% | -12.2% |
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