+23.3%
LQD vs MSCI
+615.8%
-592.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | 0.0% | -1.1% | +1.0% | 0.0% |
| 30D | -0.2% | -1.2% | +1.0% | -0.1% |
| 3M | -1.7% | -8.4% | +6.7% | -1.2% |
| 6M | -2.7% | -1.0% | -1.6% | -2.8% |
| YTD | -1.4% | -2.3% | +0.8% | -1.5% |
| 1Y | -1.0% | -1.2% | +0.2% | -1.3% |
| 3Y | +15.1% | +7.9% | +7.1% | +13.3% |
| 5Y | -5.2% | -10.1% | +4.9% | -6.7% |
| 10Y | +23.3% | +631.0% | -607.6% | +12.1% |
| All | +23.3% | +615.8% | -592.4% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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