+189.9%
LQD vs EXC
+581.3%
-391.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | 0.0% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | -0.8% | -3.7% | +3.0% | -0.6% |
| 3M | -1.9% | -1.3% | -0.6% | -1.9% |
| 6M | -2.7% | -9.7% | +7.0% | -2.2% |
| YTD | -1.3% | +2.9% | -4.2% | -1.5% |
| 1Y | 0.0% | +4.4% | -4.4% | -0.4% |
| 3Y | +14.9% | +22.2% | -7.3% | +13.3% |
| 5Y | -4.6% | +46.7% | -51.3% | -6.8% |
| 10Y | +22.0% | +155.3% | -133.4% | +15.9% |
| All | +189.9% | +581.3% | -391.4% | +177.5% |
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