+22.2%
LQD vs EWJ
+144.4%
-122.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | -1.3% | +0.8% | -2.1% | -1.4% |
| 3M | -3.2% | +7.5% | -10.7% | -4.3% |
| 6M | -2.1% | +15.6% | -17.7% | -4.3% |
| YTD | -2.4% | +22.7% | -25.1% | -5.4% |
| 1Y | -2.7% | +26.4% | -29.1% | -6.2% |
| 3Y | +14.2% | +72.5% | -58.3% | +4.4% |
| 5Y | -5.8% | +52.4% | -58.3% | -13.6% |
| All | +22.2% | +144.4% | -122.3% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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