+14.2%
LQD vs ET
+96.2%
-82.0%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.4% |
| 3M | -3.2% | +16.8% | -20.0% | -3.6% |
| 6M | -2.1% | +18.9% | -21.0% | -2.7% |
| YTD | -2.4% | +37.7% | -40.1% | -3.6% |
| 1Y | -2.7% | +32.4% | -35.1% | -3.7% |
| 3Y | +14.2% | +99.5% | -85.3% | +7.5% |
| All | +14.2% | +96.2% | -82.0% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling