+23.1%
LQD vs ESTC
+19.3%
+3.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.8% |
| 7D | -1.1% | -13.2% | +12.1% | -0.6% |
| 30D | -1.1% | +9.3% | -10.5% | -1.5% |
| 3M | -2.3% | +37.3% | -39.7% | -3.5% |
| 6M | -2.9% | +61.0% | -63.9% | -4.7% |
| YTD | -2.3% | +10.7% | -13.0% | -3.0% |
| 1Y | -2.2% | -7.2% | +5.0% | -2.4% |
| 3Y | +14.0% | +7.2% | +6.8% | +11.7% |
| 5Y | -5.8% | -47.7% | +41.9% | -6.8% |
| All | +23.1% | +19.3% | +3.8% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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