-3.6%
LQD vs EXE
+192.2%
-195.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.2% | -1.8% | +2.0% | +0.3% |
| 30D | -0.6% | +6.4% | -7.0% | -0.7% |
| 3M | -1.2% | +9.2% | -10.5% | -1.4% |
| 6M | -1.9% | -7.0% | +5.0% | -1.8% |
| YTD | -1.3% | -9.5% | +8.2% | -1.1% |
| 1Y | -1.0% | +6.2% | -7.2% | -1.2% |
| 3Y | +15.2% | +20.7% | -5.5% | +14.4% |
| 5Y | -4.4% | +103.6% | -108.1% | -5.0% |
| All | -3.6% | +192.2% | -195.8% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling