+25.5%
LQD vs TER
+1,060.7%
-1,035.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -1.5% | +24.0% | -25.5% | -2.3% |
| 30D | +0.9% | -30.6% | +31.5% | +2.0% |
| 3M | -1.7% | -34.5% | +32.8% | -0.5% |
| 6M | -2.8% | -26.4% | +23.6% | -2.5% |
| YTD | -2.8% | +36.4% | -39.2% | -5.3% |
| 1Y | -2.8% | +47.4% | -50.2% | -5.7% |
| 3Y | +15.5% | +202.6% | -187.1% | +6.8% |
| 5Y | -4.9% | +83.9% | -88.8% | -11.0% |
| All | +25.5% | +1,060.7% | -1,035.1% | +11.2% |
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