+15.3%
LQD vs TER
+284.0%
-268.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.2% |
| 7D | 0.0% | +12.4% | -12.4% | -0.3% |
| 30D | -0.2% | +5.1% | -5.3% | -0.3% |
| 3M | -1.7% | +4.0% | -5.6% | -2.0% |
| 6M | -2.7% | +29.5% | -32.2% | -3.6% |
| YTD | -1.4% | +98.5% | -99.9% | -3.3% |
| 1Y | -1.0% | +234.1% | -235.1% | -4.2% |
| All | +15.3% | +284.0% | -268.7% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling