+32.7%
LQD vs QSR
+205.8%
-173.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.1% |
| 7D | -1.1% | -4.0% | +2.9% | -0.8% |
| 30D | -1.3% | +2.8% | -4.0% | -1.5% |
| 3M | -3.2% | +5.1% | -8.3% | -3.6% |
| 6M | -2.1% | +8.8% | -10.9% | -2.8% |
| YTD | -2.4% | +14.8% | -17.2% | -3.5% |
| 1Y | -2.7% | +25.7% | -28.4% | -4.5% |
| 3Y | +14.2% | +27.5% | -13.3% | +11.6% |
| 5Y | -5.8% | +41.3% | -47.1% | -8.9% |
| 10Y | +22.2% | +133.8% | -111.6% | +13.5% |
| All | +32.7% | +205.8% | -173.0% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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