+189.9%
LQD vs EWT
+1,264.7%
-1,074.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.2% | +1.6% | -1.4% | +0.2% |
| 30D | -0.6% | +8.2% | -8.8% | -0.9% |
| 3M | -1.2% | +11.1% | -12.3% | -1.7% |
| 6M | -1.9% | +60.4% | -62.4% | -3.9% |
| YTD | -1.3% | +75.6% | -76.8% | -3.7% |
| 1Y | -1.0% | +91.3% | -92.3% | -3.8% |
| 3Y | +15.2% | +200.3% | -185.0% | +9.9% |
| 5Y | -4.4% | +156.4% | -160.8% | -8.6% |
| 10Y | +22.6% | +495.8% | -473.2% | +14.7% |
| All | +189.9% | +1,264.7% | -1,074.7% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling