-5.8%
LQD vs EW
-29.2%
+23.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -1.1% | -3.4% | +2.3% | -0.9% |
| 30D | -1.1% | -7.4% | +6.2% | -0.7% |
| 3M | -2.3% | +0.9% | -3.3% | -2.4% |
| 6M | -2.9% | +1.2% | -4.0% | -3.1% |
| YTD | -2.3% | +1.8% | -4.1% | -2.5% |
| 1Y | -2.2% | +10.8% | -13.0% | -3.0% |
| 3Y | +14.0% | +17.1% | -3.1% | +11.2% |
| 5Y | -5.8% | -28.2% | +22.5% | -5.6% |
| All | -5.8% | -29.2% | +23.5% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling