+104.0%
LQD vs EMB
+126.0%
-22.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | +0.5% | +0.4% | +0.2% | +0.4% |
| 3M | -2.3% | -3.1% | +0.8% | -1.1% |
| 6M | -3.1% | -2.1% | -1.0% | -2.3% |
| YTD | -3.0% | -1.1% | -1.9% | -2.6% |
| 1Y | -2.6% | -0.1% | -2.5% | -2.5% |
| 3Y | +15.2% | +29.6% | -14.4% | +4.9% |
| 5Y | -5.2% | +7.2% | -12.4% | -8.8% |
| 10Y | +24.6% | +35.5% | -10.9% | +13.1% |
| All | +104.0% | +126.0% | -22.0% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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