+15.3%
LQD vs EXPE
+149.5%
-134.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | 0.0% | -11.5% | +11.5% | +0.3% |
| 30D | -0.2% | -13.1% | +12.9% | +0.1% |
| 3M | -1.7% | +18.1% | -19.8% | -2.2% |
| 6M | -2.7% | +13.3% | -15.9% | -3.1% |
| YTD | -1.4% | -3.2% | +1.8% | -1.5% |
| 1Y | -1.0% | +26.1% | -27.1% | -1.9% |
| All | +15.3% | +149.5% | -134.2% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 3y: compounded portfolio wealth divided by compounded EXPE 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…
3y analysis · Full analysis span regression · 6 months rolling