+22.2%
LQD vs EW
+120.5%
-98.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.1% |
| 7D | -1.1% | -6.2% | +5.1% | -0.8% |
| 30D | -1.3% | -9.3% | +8.0% | -0.8% |
| 3M | -3.2% | -1.6% | -1.6% | -3.2% |
| 6M | -2.1% | -0.8% | -1.3% | -2.2% |
| YTD | -2.4% | -1.0% | -1.3% | -2.4% |
| 1Y | -2.7% | +8.2% | -10.8% | -3.1% |
| 3Y | +14.2% | +12.7% | +1.5% | +12.6% |
| 5Y | -5.8% | -30.2% | +24.4% | -5.7% |
| All | +22.2% | +120.5% | -98.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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