+43.9%
LQD vs ESI
+224.6%
-180.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -0.1% |
| 7D | -0.4% | +3.3% | -3.7% | -0.5% |
| 30D | -0.8% | -5.9% | +5.1% | -0.6% |
| 3M | -1.9% | -14.1% | +12.2% | -1.7% |
| 6M | -2.7% | +6.6% | -9.2% | -2.9% |
| YTD | -1.3% | +45.0% | -46.3% | -2.2% |
| 1Y | 0.0% | +41.5% | -41.5% | -1.0% |
| 3Y | +14.9% | +78.8% | -63.9% | +13.1% |
| 5Y | -4.6% | +70.9% | -75.4% | -6.3% |
| 10Y | +22.0% | +317.1% | -295.1% | +19.7% |
| All | +43.9% | +224.6% | -180.7% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling