+128.0%
LQD vs QLD
+8,147.0%
-8,019.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.6% | -0.1% |
| 7D | -0.5% | -1.2% | +0.7% | -0.5% |
| 30D | +1.7% | -15.7% | +17.4% | +2.3% |
| 3M | -0.7% | -10.0% | +9.3% | -0.4% |
| 6M | -2.2% | -11.2% | +9.0% | -2.0% |
| YTD | -1.9% | +16.4% | -18.2% | -2.8% |
| 1Y | -2.0% | +12.7% | -14.7% | -2.8% |
| 3Y | +16.5% | +152.3% | -135.8% | +11.4% |
| 5Y | -4.2% | +91.8% | -96.0% | -8.7% |
| 10Y | +26.0% | +1,520.2% | -1,494.3% | +13.2% |
| All | +128.0% | +8,147.0% | -8,019.0% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling