+23.3%
LQD vs TER
+1,912.5%
-1,889.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | 0.0% | +12.4% | -12.4% | -0.5% |
| 30D | -0.2% | +5.1% | -5.3% | -0.5% |
| 3M | -1.7% | +4.0% | -5.6% | -2.2% |
| 6M | -2.7% | +29.5% | -32.2% | -4.4% |
| YTD | -1.4% | +98.5% | -99.9% | -5.1% |
| 1Y | -1.0% | +234.1% | -235.1% | -7.0% |
| 3Y | +15.1% | +289.0% | -274.0% | +6.0% |
| 5Y | -5.2% | +228.2% | -233.4% | -13.0% |
| All | +23.3% | +1,912.5% | -1,889.2% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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