+105.4%
LQD vs MSCI
+3,147.7%
-3,042.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -1.5% | -0.7% | -0.9% | -1.5% |
| 30D | +0.9% | +16.2% | -15.3% | +0.2% |
| 3M | -1.7% | +16.1% | -17.8% | -2.4% |
| 6M | -2.8% | +12.9% | -15.7% | -3.4% |
| YTD | -2.8% | +14.8% | -17.6% | -3.5% |
| 1Y | -2.8% | +13.8% | -16.6% | -3.6% |
| 3Y | +15.5% | +31.2% | -15.8% | +13.5% |
| 5Y | -4.9% | +5.6% | -10.5% | -6.4% |
| 10Y | +24.9% | +806.4% | -781.6% | +15.5% |
| All | +105.4% | +3,147.7% | -3,042.3% | +77.6% |
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