+124.1%
LQD vs EXPE
+770.2%
-646.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | -1.7% | +18.1% | -19.8% | -2.3% |
| 6M | -2.7% | +13.3% | -15.9% | -3.2% |
| YTD | -1.4% | -3.2% | +1.8% | -1.6% |
| 1Y | -1.0% | +26.1% | -27.1% | -2.0% |
| 3Y | +15.1% | +151.7% | -136.7% | +10.9% |
| 5Y | -5.2% | +88.3% | -93.5% | -8.5% |
| 10Y | +23.3% | +158.0% | -134.7% | +16.1% |
| All | +124.1% | +770.2% | -646.1% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling