-4.2%
LQD vs MSCI
+8.1%
-12.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -0.5% | -1.9% | +1.4% | -0.4% |
| 30D | +1.7% | +16.5% | -14.7% | +0.3% |
| 3M | -0.7% | +18.2% | -18.9% | -2.3% |
| 6M | -2.2% | +14.0% | -16.2% | -3.6% |
| YTD | -1.9% | +16.6% | -18.5% | -3.7% |
| 1Y | -2.0% | +14.8% | -16.9% | -3.7% |
| 3Y | +16.5% | +33.3% | -16.8% | +11.7% |
| 5Y | -4.2% | +9.1% | -13.3% | -10.2% |
| All | -4.2% | +8.1% | -12.4% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling