+134.3%
LQD vs EXR
+2,662.2%
-2,527.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.4% | -2.6% | +2.2% | -0.3% |
| 30D | -0.8% | -7.2% | +6.4% | -0.5% |
| 3M | -1.9% | -3.5% | +1.6% | -1.8% |
| 6M | -2.7% | -5.3% | +2.6% | -2.5% |
| YTD | -1.3% | +9.4% | -10.6% | -1.6% |
| 1Y | 0.0% | +1.3% | -1.3% | -0.1% |
| 3Y | +14.9% | +22.4% | -7.5% | +14.0% |
| 5Y | -4.6% | -12.2% | +7.7% | -4.8% |
| 10Y | +22.0% | +148.6% | -126.6% | +19.8% |
| All | +134.3% | +2,662.2% | -2,527.9% | +126.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling