-4.9%
LQD vs LIN
+65.5%
-70.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -1.5% | +0.2% | -1.8% | -1.6% |
| 30D | +0.9% | +6.2% | -5.3% | +0.2% |
| 3M | -1.7% | +9.3% | -11.0% | -2.6% |
| 6M | -2.8% | +4.4% | -7.1% | -3.3% |
| YTD | -2.8% | +23.7% | -26.5% | -5.3% |
| 1Y | -2.8% | +23.5% | -26.3% | -5.3% |
| 3Y | +15.5% | +35.8% | -20.3% | +10.8% |
| 5Y | -4.9% | +65.9% | -70.8% | -12.2% |
| All | -4.9% | +65.5% | -70.5% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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