+23.3%
LQD vs EXPD
+316.4%
-293.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.2% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | -0.2% | +5.2% | -5.4% | -0.5% |
| 3M | -1.7% | +13.2% | -14.9% | -2.5% |
| 6M | -2.7% | +30.3% | -33.0% | -4.5% |
| YTD | -1.4% | +27.0% | -28.5% | -3.3% |
| 1Y | -1.0% | +57.3% | -58.3% | -4.5% |
| 3Y | +15.1% | +70.0% | -54.9% | +9.9% |
| 5Y | -5.2% | +61.6% | -66.8% | -9.9% |
| 10Y | +23.3% | +321.1% | -297.8% | +12.2% |
| All | +23.3% | +316.4% | -293.1% | +12.2% |
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