+125.4%
LQD vs LVS
+67.7%
+57.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.2% | +0.3% | -0.1% | +0.2% |
| 30D | -0.6% | -3.9% | +3.3% | -0.5% |
| 3M | -1.2% | -12.9% | +11.6% | -1.0% |
| 6M | -1.9% | -16.9% | +15.0% | -1.7% |
| YTD | -1.3% | -31.2% | +30.0% | -0.9% |
| 1Y | -1.0% | -16.4% | +15.4% | -0.9% |
| 3Y | +15.2% | -4.4% | +19.7% | +15.1% |
| 5Y | -4.4% | +6.7% | -11.1% | -4.9% |
| 10Y | +22.6% | +1.4% | +21.1% | +21.7% |
| All | +125.4% | +67.7% | +57.7% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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