+189.9%
LQD vs EMR
+1,076.1%
-886.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.2% | +3.1% | -2.8% | +0.2% |
| 30D | -0.6% | -3.5% | +2.9% | -0.5% |
| 3M | -1.2% | +9.8% | -11.0% | -1.5% |
| 6M | -1.9% | +10.8% | -12.7% | -2.2% |
| YTD | -1.3% | +15.9% | -17.2% | -1.7% |
| 1Y | -1.0% | +16.4% | -17.4% | -1.5% |
| 3Y | +15.2% | +62.1% | -46.9% | +13.7% |
| 5Y | -4.4% | +62.9% | -67.3% | -5.9% |
| 10Y | +22.6% | +267.8% | -245.2% | +18.8% |
| All | +189.9% | +1,076.1% | -886.2% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling