+189.9%
LQD vs EFX
+872.7%
-682.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.1% |
| 7D | +0.2% | -7.8% | +8.1% | +0.6% |
| 30D | -0.6% | -5.7% | +5.1% | -0.3% |
| 3M | -1.2% | +2.5% | -3.7% | -1.4% |
| 6M | -1.9% | -16.7% | +14.7% | -1.3% |
| YTD | -1.3% | -20.2% | +18.9% | -0.5% |
| 1Y | -1.0% | -31.4% | +30.4% | +0.5% |
| 3Y | +15.2% | -10.5% | +25.7% | +15.1% |
| 5Y | -4.4% | -35.2% | +30.8% | -4.0% |
| 10Y | +22.6% | +40.2% | -17.6% | +20.3% |
| All | +189.9% | +872.7% | -682.7% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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