+23.3%
LQD vs RF
+334.5%
-311.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -0.2% | -4.0% | +3.8% | -0.1% |
| 3M | -1.7% | +5.6% | -7.3% | -1.8% |
| 6M | -2.7% | +13.1% | -15.7% | -2.9% |
| YTD | -1.4% | +13.6% | -15.0% | -1.7% |
| 1Y | -1.0% | +16.0% | -16.9% | -1.3% |
| 3Y | +15.1% | +90.2% | -75.1% | +13.5% |
| 5Y | -5.2% | +87.0% | -92.2% | -6.4% |
| 10Y | +23.3% | +338.5% | -315.2% | +23.7% |
| All | +23.3% | +334.5% | -311.2% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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