+22.2%
LQD vs EQT
+50.4%
-28.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -1.1% | -2.0% | +0.9% | -1.1% |
| 30D | -1.3% | 0.0% | -1.3% | -1.3% |
| 3M | -3.2% | +5.9% | -9.1% | -3.3% |
| 6M | -2.1% | -14.8% | +12.7% | -2.0% |
| YTD | -2.4% | +1.8% | -4.1% | -2.4% |
| 1Y | -2.7% | +7.4% | -10.0% | -2.8% |
| 3Y | +14.2% | +33.6% | -19.4% | +13.8% |
| 5Y | -5.8% | +199.3% | -205.1% | -6.7% |
| All | +22.2% | +50.4% | -28.2% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 10y: compounded portfolio wealth divided by compounded EQT 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…
10y analysis · Full analysis span regression · 6 months rolling