-4.7%
LQD vs EXE
+182.2%
-186.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | -1.1% | -3.1% | +2.0% | -1.0% |
| 30D | -1.3% | -0.9% | -0.4% | -1.3% |
| 3M | -3.2% | +9.6% | -12.8% | -3.4% |
| 6M | -2.1% | -11.6% | +9.5% | -1.9% |
| YTD | -2.4% | -12.6% | +10.2% | -2.1% |
| 1Y | -2.7% | +1.2% | -3.8% | -2.8% |
| 3Y | +14.2% | +18.0% | -3.8% | +13.4% |
| 5Y | -5.8% | +101.1% | -106.9% | -6.3% |
| All | -4.7% | +182.2% | -186.9% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling