+23.3%
LQD vs ES
+83.1%
-59.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -0.2% | -1.0% | +0.8% | -0.1% |
| 3M | -1.7% | +1.5% | -3.2% | -1.9% |
| 6M | -2.7% | -3.5% | +0.8% | -2.4% |
| YTD | -1.4% | +7.0% | -8.4% | -2.3% |
| 1Y | -1.0% | +15.3% | -16.3% | -2.8% |
| 3Y | +15.1% | +30.2% | -15.1% | +10.9% |
| 5Y | -5.2% | -4.3% | -0.9% | -6.2% |
| 10Y | +23.3% | +87.5% | -64.2% | +13.2% |
| All | +23.3% | +83.1% | -59.8% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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