+22.2%
LQD vs EXR
+149.6%
-127.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -1.1% | -3.2% | +2.1% | -0.8% |
| 30D | -1.1% | -6.9% | +5.8% | -0.5% |
| 3M | -2.3% | -7.8% | +5.5% | -1.7% |
| 6M | -2.9% | -4.9% | +2.0% | -2.6% |
| YTD | -2.3% | +7.2% | -9.5% | -3.0% |
| 1Y | -2.2% | -1.5% | -0.7% | -2.3% |
| 3Y | +14.0% | +22.3% | -8.3% | +11.4% |
| 5Y | -5.8% | -10.9% | +5.2% | -6.3% |
| All | +22.2% | +149.6% | -127.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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