+22.2%
LQD vs EFA
+146.6%
-124.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -1.1% | -1.5% | +0.4% | -0.8% |
| 30D | -1.3% | -1.7% | +0.4% | -1.0% |
| 3M | -3.2% | +3.5% | -6.7% | -3.8% |
| 6M | -2.1% | +9.5% | -11.6% | -3.8% |
| YTD | -2.4% | +12.9% | -15.2% | -4.6% |
| 1Y | -2.7% | +18.2% | -20.9% | -5.7% |
| 3Y | +14.2% | +64.8% | -50.6% | +4.0% |
| 5Y | -5.8% | +53.9% | -59.7% | -14.1% |
| All | +22.2% | +146.6% | -124.4% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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