+21.7%
LQD vs REPL
-19.2%
+40.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | -1.1% | -14.1% | +13.0% | -1.0% |
| 30D | -1.3% | -15.2% | +13.9% | -1.2% |
| 3M | -3.2% | +49.9% | -53.1% | -3.8% |
| 6M | -2.1% | +63.5% | -65.7% | -3.4% |
| YTD | -2.4% | +32.9% | -35.3% | -3.5% |
| 1Y | -2.7% | +115.0% | -117.6% | -4.7% |
| 3Y | +14.2% | -34.7% | +48.9% | +11.2% |
| 5Y | -5.8% | -59.7% | +53.8% | -8.2% |
| All | +21.7% | -19.2% | +40.9% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling