+22.2%
LQD vs EEM
+133.3%
-111.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | -1.3% | +2.1% | -3.4% | -1.5% |
| 3M | -3.2% | +1.0% | -4.2% | -3.4% |
| 6M | -2.1% | +15.9% | -18.0% | -4.1% |
| YTD | -2.4% | +24.6% | -27.0% | -5.2% |
| 1Y | -2.7% | +32.3% | -34.9% | -6.3% |
| 3Y | +14.2% | +85.9% | -71.7% | +5.2% |
| 5Y | -5.8% | +45.4% | -51.2% | -11.5% |
| All | +22.2% | +133.3% | -111.1% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 10y: compounded portfolio wealth divided by compounded EEM 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…
10y analysis · Full analysis span regression · 6 months rolling