+189.5%
LQD vs EOG
+2,459.7%
-2,270.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | -0.2% | +3.4% | -3.6% | -0.2% |
| 3M | -1.7% | +7.8% | -9.5% | -1.8% |
| 6M | -2.7% | +13.4% | -16.0% | -2.8% |
| YTD | -1.4% | +43.5% | -44.9% | -1.9% |
| 1Y | -1.0% | +29.7% | -30.7% | -1.3% |
| 3Y | +15.1% | +23.2% | -8.1% | +14.6% |
| 5Y | -5.2% | +176.4% | -181.6% | -6.6% |
| 10Y | +23.3% | +119.1% | -95.8% | +20.7% |
| All | +189.5% | +2,459.7% | -2,270.2% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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