-4.4%
LQD vs QLD
+120.9%
-125.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.2% | +3.0% | -2.7% | +0.1% |
| 30D | -0.6% | -1.8% | +1.2% | -0.5% |
| 3M | -1.2% | -1.8% | +0.6% | -1.3% |
| 6M | -1.9% | +36.9% | -38.8% | -4.3% |
| YTD | -1.3% | +28.7% | -30.0% | -3.3% |
| 1Y | -1.0% | +41.9% | -42.9% | -3.8% |
| 3Y | +15.2% | +184.2% | -169.0% | +4.9% |
| 5Y | -4.4% | +122.1% | -126.5% | -14.8% |
| All | -4.4% | +120.9% | -125.3% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling