+22.4%
LQD vs ELF
+334.6%
-312.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.1% |
| 7D | +0.2% | -1.2% | +1.4% | +0.3% |
| 30D | -0.6% | +5.9% | -6.5% | -0.8% |
| 3M | -1.2% | +99.5% | -100.7% | -3.1% |
| 6M | -1.9% | +26.5% | -28.5% | -2.7% |
| YTD | -1.3% | +37.2% | -38.4% | -2.4% |
| 1Y | -1.0% | -24.4% | +23.4% | -0.9% |
| 3Y | +15.2% | -23.3% | +38.6% | +13.9% |
| 5Y | -4.4% | +245.2% | -249.6% | -10.6% |
| All | +22.4% | +334.6% | -312.3% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling