+108.6%
LQD vs MSCI
+2,756.4%
-2,647.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | -0.8% | +0.6% | -1.3% | -0.8% |
| 3M | -1.9% | -7.1% | +5.2% | -1.7% |
| 6M | -2.7% | +0.8% | -3.5% | -2.8% |
| YTD | -1.3% | +1.0% | -2.3% | -1.5% |
| 1Y | 0.0% | +4.3% | -4.3% | -0.4% |
| 3Y | +14.9% | +9.9% | +5.0% | +13.8% |
| 5Y | -4.6% | -6.8% | +2.2% | -5.5% |
| 10Y | +22.0% | +614.7% | -592.7% | +13.8% |
| All | +108.6% | +2,756.4% | -2,647.8% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling