+184.9%
LQD vs TER
+1,659.1%
-1,474.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | -0.2% |
| 7D | -1.6% | +14.4% | -16.0% | -1.8% |
| 30D | +0.5% | -30.6% | +31.1% | +0.9% |
| 3M | -2.3% | -39.2% | +36.9% | -1.8% |
| 6M | -3.1% | -31.3% | +28.2% | -2.9% |
| YTD | -3.0% | +29.1% | -32.1% | -3.6% |
| 1Y | -2.6% | +47.4% | -50.0% | -3.4% |
| 3Y | +15.2% | +191.2% | -176.0% | +12.9% |
| 5Y | -5.2% | +74.0% | -79.2% | -6.9% |
| 10Y | +24.6% | +1,005.1% | -980.5% | +22.8% |
| All | +184.9% | +1,659.1% | -1,474.2% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling