+14.2%
LQD vs EMR
+58.0%
-43.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -1.1% | -1.2% | +0.1% | -1.0% |
| 30D | -1.1% | -9.4% | +8.3% | -0.6% |
| 3M | -2.3% | +8.6% | -10.9% | -2.8% |
| 6M | -2.9% | +6.7% | -9.6% | -3.4% |
| YTD | -2.3% | +13.1% | -15.4% | -3.1% |
| 1Y | -2.2% | +12.7% | -14.9% | -3.0% |
| All | +14.2% | +58.0% | -43.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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