+189.9%
LQD vs ED
+667.1%
-477.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -0.8% | -0.1% | -0.6% | -0.8% |
| 3M | -1.9% | +3.9% | -5.9% | -2.2% |
| 6M | -2.7% | -3.0% | +0.4% | -2.5% |
| YTD | -1.3% | +10.7% | -12.0% | -2.1% |
| 1Y | 0.0% | +13.3% | -13.4% | -1.0% |
| 3Y | +14.9% | +34.5% | -19.6% | +12.2% |
| 5Y | -4.6% | +67.1% | -71.7% | -8.1% |
| 10Y | +22.0% | +103.0% | -81.1% | +15.6% |
| All | +189.9% | +667.1% | -477.2% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling