+189.0%
LQD vs LII
+2,839.6%
-2,650.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | +0.1% |
| 7D | +0.9% | -1.2% | +2.1% | +0.9% |
| 30D | +2.2% | -2.0% | +4.2% | +2.2% |
| 3M | -0.9% | -20.2% | +19.3% | -0.5% |
| 6M | -2.2% | -32.5% | +30.3% | -1.5% |
| YTD | -1.6% | -27.4% | +25.8% | -1.1% |
| 1Y | -1.3% | -28.2% | +26.9% | -0.8% |
| 3Y | +17.4% | -7.2% | +24.6% | +17.4% |
| 5Y | -5.2% | +19.9% | -25.1% | -5.9% |
| 10Y | +25.7% | +168.6% | -142.9% | +24.8% |
| All | +189.0% | +2,839.6% | -2,650.7% | +198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling