+23.4%
LQD vs QLD
+1,375.1%
-1,351.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.3% |
| 7D | +0.2% | -10.3% | +10.5% | +0.8% |
| 30D | +2.4% | -26.1% | +28.4% | +4.1% |
| 3M | -0.9% | -17.8% | +16.9% | +0.1% |
| 6M | -2.3% | -15.6% | +13.2% | -1.7% |
| YTD | -1.7% | +5.4% | -7.1% | -2.5% |
| 1Y | -1.6% | +5.2% | -6.9% | -2.4% |
| 3Y | +17.6% | +139.4% | -121.9% | +9.9% |
| 5Y | -5.3% | +66.7% | -72.0% | -11.4% |
| All | +23.4% | +1,375.1% | -1,351.7% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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