+15.2%
LQD vs EMR
+103.4%
-88.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -1.6% | +2.8% | -4.5% | -1.8% |
| 30D | +0.5% | +3.7% | -3.1% | +0.3% |
| 3M | -2.3% | +2.0% | -4.3% | -2.5% |
| 6M | -3.1% | +22.1% | -25.2% | -4.2% |
| YTD | -3.0% | +27.2% | -30.2% | -4.4% |
| 1Y | -2.6% | +32.0% | -34.6% | -4.2% |
| 3Y | +15.2% | +103.3% | -88.1% | +8.2% |
| All | +15.2% | +103.4% | -88.2% | +8.2% |
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