+26.0%
LQD vs LII
+172.8%
-146.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -0.5% | -2.3% | +1.8% | -0.4% |
| 30D | +1.7% | -1.7% | +3.4% | +1.8% |
| 3M | -0.7% | -18.3% | +17.6% | +0.6% |
| 6M | -2.2% | -32.3% | +30.1% | +0.1% |
| YTD | -1.9% | -27.1% | +25.2% | -0.3% |
| 1Y | -2.0% | -27.2% | +25.1% | -0.5% |
| 3Y | +16.5% | -8.9% | +25.4% | +15.4% |
| 5Y | -4.2% | +19.7% | -23.9% | -8.3% |
| 10Y | +26.0% | +168.9% | -142.9% | +17.8% |
| All | +26.0% | +172.8% | -146.8% | +17.8% |
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