-6.0%
LQD vs EOSE
-70.0%
+64.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -1.1% | +1.8% | -2.9% | -1.1% |
| 30D | -1.3% | -6.8% | +5.6% | -1.3% |
| 3M | -3.2% | -36.3% | +33.1% | -2.9% |
| 6M | -2.1% | -38.8% | +36.6% | -1.9% |
| YTD | -2.4% | -65.5% | +63.2% | -1.8% |
| 1Y | -2.7% | -45.3% | +42.6% | -2.9% |
| 3Y | +14.2% | +44.2% | -30.0% | +10.9% |
| All | -6.0% | -70.0% | +64.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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