-6.0%
LQD vs EME
+575.5%
-581.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.4% | -0.2% |
| 7D | -1.1% | +3.5% | -4.6% | -1.2% |
| 30D | -1.3% | -6.3% | +5.0% | -1.0% |
| 3M | -3.2% | -3.8% | +0.5% | -3.2% |
| 6M | -2.1% | +8.5% | -10.6% | -2.7% |
| YTD | -2.4% | +27.8% | -30.2% | -3.7% |
| 1Y | -2.7% | +22.2% | -24.9% | -4.0% |
| 3Y | +14.2% | +253.5% | -239.3% | +3.7% |
| All | -6.0% | +575.5% | -581.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling