+22.5%
LQD vs ESTC
+27.2%
-4.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -0.9% |
| 7D | -1.5% | +5.8% | -7.3% | -1.7% |
| 30D | +0.9% | -5.6% | +6.5% | +1.0% |
| 3M | -1.7% | +15.4% | -17.1% | -2.3% |
| 6M | -2.8% | +77.8% | -80.6% | -4.9% |
| YTD | -2.8% | +18.1% | -20.8% | -3.7% |
| 1Y | -2.8% | -3.7% | +0.9% | -3.2% |
| 3Y | +15.5% | +16.9% | -1.4% | +12.8% |
| 5Y | -4.9% | -51.2% | +46.3% | -5.7% |
| All | +22.5% | +27.2% | -4.7% | +15.8% |
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