-1.0%
LQD vs EXPD
+56.9%
-57.9%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.3% |
| 3M | -1.7% | +13.2% | -14.9% | -1.8% |
| 6M | -2.7% | +30.3% | -33.0% | -3.0% |
| YTD | -1.4% | +27.0% | -28.5% | -1.9% |
| 1Y | -1.0% | +57.3% | -58.3% | -1.8% |
| All | -1.0% | +56.9% | -57.9% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling