-3.6%
LQD vs Q
+79.8%
-83.4%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | -1.1% | +4.9% | -6.0% | -1.2% |
| 30D | -1.3% | -11.0% | +9.7% | -1.0% |
| 3M | -3.2% | -15.2% | +12.0% | -2.9% |
| 6M | -2.1% | +8.8% | -11.0% | -2.8% |
| YTD | -2.4% | +55.1% | -57.4% | -3.7% |
| All | -3.6% | +79.8% | -83.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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