+188.1%
LQD vs ES
+928.7%
-740.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +1.7% | +6.7% | -5.0% | +1.2% |
| 3M | -0.7% | +0.3% | -1.0% | -0.8% |
| 6M | -2.2% | +7.4% | -9.7% | -2.8% |
| YTD | -1.9% | +8.4% | -10.3% | -2.6% |
| 1Y | -2.0% | +0.6% | -2.7% | -2.3% |
| 3Y | +16.5% | +50.6% | -34.1% | +12.4% |
| 5Y | -4.2% | +4.8% | -9.0% | -5.5% |
| 10Y | +26.0% | +93.1% | -67.1% | +19.9% |
| All | +188.1% | +928.7% | -740.6% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling