+22.2%
LQD vs MKTX
+5.0%
+17.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -1.3% | +0.7% | -2.0% | -1.3% |
| 3M | -3.2% | +40.8% | -44.0% | -5.0% |
| 6M | -2.1% | -8.0% | +5.9% | -1.8% |
| YTD | -2.4% | -8.7% | +6.4% | -2.1% |
| 1Y | -2.7% | -11.8% | +9.2% | -2.2% |
| 3Y | +14.2% | -24.0% | +38.2% | +14.9% |
| 5Y | -5.8% | -60.3% | +54.5% | -3.2% |
| All | +22.2% | +5.0% | +17.1% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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