+24.8%
LQD vs EXPD
+329.8%
-305.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | +0.2% | -7.4% | +7.6% | +0.6% |
| 30D | +1.4% | -2.1% | +3.5% | +1.6% |
| 3M | -1.1% | +5.7% | -6.8% | -1.5% |
| 6M | -2.9% | +21.4% | -24.3% | -4.3% |
| YTD | -2.3% | +27.6% | -30.0% | -4.2% |
| 1Y | -2.1% | +36.1% | -38.2% | -4.5% |
| 3Y | +15.9% | +69.9% | -53.9% | +10.7% |
| 5Y | -4.9% | +59.7% | -64.6% | -9.5% |
| 10Y | +24.8% | +323.0% | -298.2% | +14.4% |
| All | +24.8% | +329.8% | -305.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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