+22.2%
LQD vs EL
+26.1%
-4.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.1% | -6.5% | +5.4% | -0.8% |
| 30D | -1.3% | +11.1% | -12.4% | -1.9% |
| 3M | -3.2% | +10.7% | -13.9% | -3.8% |
| 6M | -2.1% | +6.9% | -9.0% | -2.7% |
| YTD | -2.4% | -6.3% | +3.9% | -2.5% |
| 1Y | -2.7% | +13.5% | -16.1% | -3.9% |
| 3Y | +14.2% | -33.1% | +47.3% | +14.8% |
| 5Y | -5.8% | -68.8% | +62.9% | -1.5% |
| All | +22.2% | +26.1% | -4.0% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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