-4.4%
LQD vs LBRT
+116.2%
-120.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | 0.0% |
| 7D | +0.2% | +6.9% | -6.7% | +0.2% |
| 30D | -0.6% | +7.8% | -8.4% | -0.6% |
| 3M | -1.2% | -25.3% | +24.1% | -1.1% |
| 6M | -1.9% | -19.6% | +17.6% | -1.9% |
| YTD | -1.3% | +17.2% | -18.4% | -1.4% |
| 1Y | -1.0% | +114.1% | -115.1% | -1.5% |
| 3Y | +15.2% | +27.0% | -11.8% | +14.6% |
| 5Y | -4.4% | +128.3% | -132.7% | -4.1% |
| All | -4.4% | +116.2% | -120.6% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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