+186.9%
LQD vs EQT
+739.5%
-552.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -1.1% | -1.2% | +0.1% | -1.1% |
| 30D | -1.1% | +1.1% | -2.2% | -1.1% |
| 3M | -2.3% | +4.8% | -7.1% | -2.4% |
| 6M | -2.9% | -10.6% | +7.7% | -2.8% |
| YTD | -2.3% | +3.4% | -5.8% | -2.4% |
| 1Y | -2.2% | +8.7% | -10.9% | -2.3% |
| 3Y | +14.0% | +35.0% | -20.9% | +13.3% |
| 5Y | -5.8% | +204.2% | -210.0% | -7.6% |
| 10Y | +22.2% | +52.5% | -30.3% | +20.0% |
| All | +186.9% | +739.5% | -552.7% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling