+23.3%
LQD vs LII
+163.1%
-139.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | 0.0% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | -0.2% | -11.2% | +11.0% | +0.6% |
| 3M | -1.7% | -28.8% | +27.1% | +0.4% |
| 6M | -2.7% | -26.9% | +24.2% | -0.9% |
| YTD | -1.4% | -22.2% | +20.8% | -0.2% |
| 1Y | -1.0% | -32.0% | +31.0% | +1.1% |
| 3Y | +15.1% | -0.4% | +15.5% | +13.3% |
| 5Y | -5.2% | +22.4% | -27.6% | -9.3% |
| 10Y | +23.3% | +171.4% | -148.1% | +15.4% |
| All | +23.3% | +163.1% | -139.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling