+184.9%
LQD vs EXC
+622.1%
-437.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | +0.5% | +8.6% | -8.0% | +0.1% |
| 3M | -2.3% | +2.4% | -4.7% | -2.5% |
| 6M | -3.1% | +6.5% | -9.5% | -3.4% |
| YTD | -3.0% | +9.0% | -12.0% | -3.5% |
| 1Y | -2.6% | +4.6% | -7.1% | -2.9% |
| 3Y | +15.2% | +33.5% | -18.3% | +13.1% |
| 5Y | -5.2% | +41.4% | -46.6% | -7.3% |
| 10Y | +24.6% | +204.3% | -179.7% | +17.6% |
| All | +184.9% | +622.1% | -437.2% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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