+15.2%
LQD vs EL
+3.0%
+12.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.3% |
| 7D | -1.6% | +1.5% | -3.2% | -1.7% |
| 30D | +0.5% | +10.0% | -9.5% | +0.2% |
| 3M | -2.3% | +28.4% | -30.7% | -3.2% |
| 6M | -3.1% | +37.1% | -40.1% | -4.1% |
| YTD | -3.0% | +7.8% | -10.8% | -3.7% |
| 1Y | -2.6% | +26.0% | -28.6% | -3.7% |
| 3Y | +15.2% | +3.8% | +11.4% | +13.9% |
| All | +15.2% | +3.0% | +12.2% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling