-4.4%
LQD vs ES
-2.9%
-1.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +0.2% | +1.4% | -1.2% | +0.1% |
| 30D | -0.6% | -1.2% | +0.6% | -0.5% |
| 3M | -1.2% | +5.0% | -6.2% | -1.8% |
| 6M | -1.9% | -2.8% | +0.9% | -1.7% |
| YTD | -1.3% | +8.6% | -9.8% | -2.4% |
| 1Y | -1.0% | +18.9% | -20.0% | -3.7% |
| 3Y | +15.2% | +32.1% | -16.9% | +9.4% |
| 5Y | -4.4% | -5.1% | +0.7% | -5.4% |
| All | -4.4% | -2.9% | -1.5% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling