-6.0%
LQD vs NI
+96.9%
-102.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -1.3% | -1.4% | +0.1% | -1.1% |
| 3M | -3.2% | -10.6% | +7.4% | -1.9% |
| 6M | -2.1% | -9.3% | +7.2% | -1.1% |
| YTD | -2.4% | +1.1% | -3.5% | -2.7% |
| 1Y | -2.7% | +3.4% | -6.0% | -3.4% |
| 3Y | +14.2% | +67.9% | -53.7% | +5.1% |
| All | -6.0% | +96.9% | -102.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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