+15.2%
LQD vs QLD
+146.5%
-131.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | -0.1% |
| 7D | -1.6% | +7.0% | -8.6% | -2.0% |
| 30D | +0.5% | -14.3% | +14.8% | +1.2% |
| 3M | -2.3% | -16.0% | +13.7% | -1.6% |
| 6M | -3.1% | -14.2% | +11.2% | -2.6% |
| YTD | -3.0% | +12.8% | -15.7% | -4.0% |
| 1Y | -2.6% | +14.1% | -16.6% | -3.6% |
| 3Y | +15.2% | +146.0% | -130.8% | +5.1% |
| All | +15.2% | +146.5% | -131.3% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling