+22.2%
LQD vs ET
+177.0%
-154.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -1.3% | +2.9% | -4.1% | -1.3% |
| 3M | -3.2% | +16.8% | -20.0% | -3.5% |
| 6M | -2.1% | +18.9% | -21.0% | -2.5% |
| YTD | -2.4% | +37.7% | -40.1% | -3.0% |
| 1Y | -2.7% | +32.4% | -35.1% | -3.3% |
| 3Y | +14.2% | +99.5% | -85.3% | +12.5% |
| 5Y | -5.8% | +244.0% | -249.8% | -8.0% |
| All | +22.2% | +177.0% | -154.8% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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