-5.8%
LQD vs EXPE
+90.4%
-96.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | -1.1% | -8.7% | +7.6% | -0.8% |
| 30D | -1.1% | -13.6% | +12.5% | -0.6% |
| 3M | -2.3% | +26.6% | -29.0% | -3.3% |
| 6M | -2.9% | +19.9% | -22.8% | -3.7% |
| YTD | -2.3% | -1.7% | -0.6% | -2.5% |
| 1Y | -2.2% | +29.4% | -31.6% | -3.6% |
| 3Y | +14.0% | +155.7% | -141.6% | +7.8% |
| 5Y | -5.8% | +93.1% | -98.8% | -11.9% |
| All | -5.8% | +90.4% | -96.1% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling