-2.7%
LQD vs Q
+78.4%
-81.1%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.2% |
| 7D | 0.0% | +6.6% | -6.6% | -0.2% |
| 30D | -0.2% | -6.6% | +6.4% | 0.0% |
| 3M | -1.7% | -13.2% | +11.5% | -1.5% |
| 6M | -2.7% | +9.9% | -12.6% | -3.3% |
| YTD | -1.4% | +53.9% | -55.4% | -2.8% |
| All | -2.7% | +78.4% | -81.1% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling