+189.5%
LQD vs EWJ
+332.2%
-142.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | -0.2% | +1.0% | -1.2% | -0.3% |
| 3M | -1.7% | +7.2% | -8.9% | -2.2% |
| 6M | -2.7% | +13.9% | -16.6% | -3.7% |
| YTD | -1.4% | +20.8% | -22.2% | -2.8% |
| 1Y | -1.0% | +26.4% | -27.4% | -2.7% |
| 3Y | +15.1% | +71.8% | -56.7% | +10.5% |
| 5Y | -5.2% | +49.9% | -55.1% | -8.6% |
| 10Y | +23.3% | +140.0% | -116.7% | +15.8% |
| All | +189.5% | +332.2% | -142.7% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling