+22.4%
LQD vs SEI
+644.4%
-622.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.1% |
| 7D | -1.1% | +22.6% | -23.7% | -1.3% |
| 30D | -1.3% | +9.1% | -10.4% | -1.4% |
| 3M | -3.2% | -11.3% | +8.1% | -3.2% |
| 6M | -2.1% | +22.0% | -24.2% | -2.5% |
| YTD | -2.4% | +47.3% | -49.6% | -2.9% |
| 1Y | -2.7% | +124.8% | -127.4% | -3.7% |
| 3Y | +14.2% | +591.3% | -577.1% | +10.8% |
| 5Y | -5.8% | +1,008.2% | -1,014.0% | -9.6% |
| All | +22.4% | +644.4% | -622.0% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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