-4.4%
LQD vs EXR
-1.8%
-2.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | +0.5% | +18.2% | -17.7% | -1.4% |
| 3M | -2.3% | +7.3% | -9.7% | -3.2% |
| 6M | -3.1% | +13.8% | -16.9% | -4.6% |
| YTD | -3.0% | +25.9% | -28.9% | -5.8% |
| 1Y | -2.6% | +25.8% | -28.4% | -5.4% |
| 3Y | +15.2% | +53.7% | -38.5% | +8.6% |
| All | -4.4% | -1.8% | -2.7% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling