+189.5%
LQD vs ELV
+1,379.2%
-1,189.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | 0.0% | -2.2% | +2.2% | 0.0% |
| 30D | -0.2% | -0.2% | 0.0% | -0.2% |
| 3M | -1.7% | -6.1% | +4.4% | -1.6% |
| 6M | -2.7% | +42.8% | -45.5% | -3.6% |
| YTD | -1.4% | +14.4% | -15.8% | -1.9% |
| 1Y | -1.0% | +28.6% | -29.6% | -1.8% |
| 3Y | +15.1% | -7.4% | +22.5% | +14.9% |
| 5Y | -5.2% | +14.5% | -19.6% | -6.0% |
| 10Y | +23.3% | +257.4% | -234.1% | +18.7% |
| All | +189.5% | +1,379.2% | -1,189.7% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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