+15.2%
LQD vs ELF
+24.2%
-9.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.2% | -0.3% |
| 7D | -1.6% | +1.6% | -3.2% | -1.7% |
| 30D | +0.5% | +9.1% | -8.6% | +0.4% |
| 3M | -2.3% | +28.2% | -30.5% | -2.7% |
| 6M | -3.1% | +119.5% | -122.6% | -4.4% |
| YTD | -3.0% | +55.2% | -58.1% | -3.9% |
| 1Y | -2.6% | +58.6% | -61.1% | -3.5% |
| 3Y | +15.2% | +21.3% | -6.1% | +9.9% |
| All | +15.2% | +24.2% | -9.0% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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