+105.0%
LQD vs MSCI
+3,191.3%
-3,086.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.3% |
| 7D | -1.6% | +3.0% | -4.6% | -1.8% |
| 30D | +0.5% | +17.8% | -17.3% | -0.2% |
| 3M | -2.3% | +15.2% | -17.5% | -3.0% |
| 6M | -3.1% | +16.5% | -19.5% | -3.8% |
| YTD | -3.0% | +16.4% | -19.3% | -3.8% |
| 1Y | -2.6% | +16.8% | -19.4% | -3.4% |
| 3Y | +15.2% | +35.8% | -20.6% | +13.0% |
| 5Y | -5.2% | +7.0% | -12.1% | -6.6% |
| 10Y | +24.6% | +818.6% | -794.0% | +15.1% |
| All | +105.0% | +3,191.3% | -3,086.3% | +77.1% |
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 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