-1.9%
LQD vs EWT
+54.0%
-55.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.8% |
| 7D | +0.4% | -10.9% | +11.3% | +1.1% |
| 30D | +2.6% | -17.7% | +20.4% | +3.9% |
| 3M | -1.7% | -5.0% | +3.3% | -1.6% |
| 6M | -1.9% | +7.4% | -9.3% | -3.1% |
| YTD | -2.2% | +52.8% | -55.0% | -6.0% |
| 1Y | -1.9% | +55.2% | -57.1% | -5.8% |
| All | -1.9% | +54.0% | -55.9% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling