+130.3%
LQD vs EXR
+3,081.1%
-2,950.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | +0.5% | +18.2% | -17.7% | 0.0% |
| 3M | -2.3% | +7.3% | -9.7% | -2.6% |
| 6M | -3.1% | +13.8% | -16.9% | -3.5% |
| YTD | -3.0% | +25.9% | -28.9% | -3.8% |
| 1Y | -2.6% | +25.8% | -28.4% | -3.3% |
| 3Y | +15.2% | +53.7% | -38.5% | +13.5% |
| 5Y | -5.2% | -1.8% | -3.4% | -5.8% |
| 10Y | +24.6% | +214.5% | -190.0% | +21.6% |
| All | +130.3% | +3,081.1% | -2,950.8% | +121.3% |
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