+12.4%
LQD vs TLN
+571.8%
-559.4%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | -1.1% | +2.0% | -3.1% | -1.1% |
| 30D | -1.1% | -12.9% | +11.8% | -0.9% |
| 3M | -2.3% | -7.4% | +5.1% | -2.3% |
| 6M | -2.9% | -6.0% | +3.1% | -2.9% |
| YTD | -2.3% | -16.9% | +14.6% | -2.2% |
| 1Y | -2.2% | -22.6% | +20.4% | -2.1% |
| 3Y | +14.0% | +469.0% | -455.0% | +7.1% |
| All | +12.4% | +571.8% | -559.4% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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