+18.8%
LQD vs SE
+562.7%
-543.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -1.1% | -4.8% | +3.7% | -1.0% |
| 30D | -1.1% | -18.1% | +17.0% | -0.6% |
| 3M | -2.3% | +30.6% | -33.0% | -3.1% |
| 6M | -2.9% | +20.8% | -23.7% | -3.5% |
| YTD | -2.3% | -15.6% | +13.3% | -2.1% |
| 1Y | -2.2% | -44.2% | +42.0% | -1.0% |
| 3Y | +14.0% | +181.5% | -167.5% | +9.6% |
| 5Y | -5.8% | -66.9% | +61.1% | -5.9% |
| All | +18.8% | +562.7% | -543.9% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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