-4.2%
LQD vs JD
-61.0%
+56.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +1.7% | +4.2% | -2.5% | +1.6% |
| 3M | -0.7% | -12.8% | +12.1% | -0.3% |
| 6M | -2.2% | -8.8% | +6.5% | -2.1% |
| YTD | -1.9% | +0.5% | -2.4% | -2.0% |
| 1Y | -2.0% | -8.8% | +6.7% | -1.9% |
| 3Y | +16.5% | +18.6% | -2.1% | +14.8% |
| 5Y | -4.2% | -62.2% | +58.0% | -4.6% |
| All | -4.2% | -61.0% | +56.8% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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