+4.3%
LQD vs TE
-49.8%
+54.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.1% |
| 7D | 0.0% | +15.0% | -15.0% | -0.2% |
| 30D | -0.2% | -7.5% | +7.3% | -0.1% |
| 3M | -1.7% | -42.0% | +40.3% | -1.3% |
| 6M | -2.7% | -31.4% | +28.7% | -2.7% |
| YTD | -1.4% | -26.5% | +25.1% | -1.6% |
| 1Y | -1.0% | +153.1% | -154.1% | -3.1% |
| 3Y | +15.1% | -20.7% | +35.7% | +14.2% |
| 5Y | -5.2% | -45.4% | +40.3% | -5.3% |
| All | +4.3% | -49.8% | +54.1% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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