+22.2%
LQD vs EIX
+21.5%
+0.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -1.1% | +0.8% | -1.9% | -1.1% |
| 30D | -1.1% | -18.8% | +17.7% | 0.0% |
| 3M | -2.3% | -19.7% | +17.3% | -1.2% |
| 6M | -2.9% | -18.2% | +15.3% | -1.9% |
| YTD | -2.3% | -1.7% | -0.6% | -2.8% |
| 1Y | -2.2% | +7.8% | -9.9% | -3.4% |
| 3Y | +14.0% | -5.6% | +19.6% | +13.2% |
| 5Y | -5.8% | +23.7% | -29.4% | -8.4% |
| All | +22.2% | +21.5% | +0.7% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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