+15.3%
LQD vs ESI
+81.4%
-66.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | 0.0% | +3.9% | -4.0% | -0.3% |
| 30D | -0.2% | -3.8% | +3.6% | 0.0% |
| 3M | -1.7% | -13.1% | +11.4% | -1.1% |
| 6M | -2.7% | +11.3% | -14.0% | -3.8% |
| YTD | -1.4% | +44.1% | -45.5% | -4.3% |
| 1Y | -1.0% | +40.3% | -41.3% | -3.9% |
| All | +15.3% | +81.4% | -66.1% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling