+8.2%
LQD vs NET
+1,258.4%
-1,250.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.3% | +8.4% | +0.4% |
| 7D | +0.4% | -21.2% | +21.6% | +1.0% |
| 30D | +2.5% | -31.1% | +33.6% | +3.3% |
| 3M | -1.5% | -16.5% | +15.0% | -1.2% |
| 6M | -2.1% | 0.0% | -2.2% | -2.5% |
| YTD | -2.0% | +24.0% | -26.1% | -3.1% |
| 1Y | -1.4% | +7.0% | -8.4% | -2.1% |
| 3Y | +16.6% | +279.6% | -262.9% | +11.0% |
| 5Y | -5.6% | +24.0% | -29.5% | -10.1% |
| All | +8.2% | +1,258.4% | -1,250.2% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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