-6.0%
LQD vs QS
-75.4%
+69.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -1.1% | -5.0% | +3.9% | -1.0% |
| 30D | -1.1% | -18.3% | +17.2% | -0.7% |
| 3M | -2.3% | -26.0% | +23.7% | -1.8% |
| 6M | -2.9% | -24.0% | +21.2% | -2.6% |
| YTD | -2.3% | -50.3% | +48.0% | -1.2% |
| 1Y | -2.2% | -38.0% | +35.8% | -2.0% |
| 3Y | +14.0% | -24.6% | +38.6% | +11.5% |
| All | -6.0% | -75.4% | +69.4% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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