-5.0%
LQD vs NET
+36.7%
-41.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.3% | +0.8% |
| 7D | +0.4% | -16.4% | +16.8% | +0.9% |
| 30D | +2.6% | -25.8% | +28.5% | +3.5% |
| 3M | -1.7% | -11.5% | +9.8% | -1.5% |
| 6M | -1.9% | +18.9% | -20.8% | -2.8% |
| YTD | -2.2% | +35.2% | -37.4% | -3.7% |
| 1Y | -1.9% | +14.5% | -16.3% | -2.9% |
| 3Y | +16.4% | +313.8% | -297.4% | +9.0% |
| 5Y | -5.0% | +32.6% | -37.6% | -10.7% |
| All | -5.0% | +36.7% | -41.7% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling