+22.2%
LQD vs TRI
+196.2%
-174.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.2% |
| 7D | -1.1% | -7.9% | +6.8% | -0.6% |
| 30D | -1.3% | -4.5% | +3.2% | -1.1% |
| 3M | -3.2% | +22.1% | -25.3% | -4.9% |
| 6M | -2.1% | -2.8% | +0.6% | -2.3% |
| YTD | -2.4% | -23.4% | +21.1% | -0.4% |
| 1Y | -2.7% | -41.5% | +38.9% | +2.0% |
| 3Y | +14.2% | -19.2% | +33.4% | +14.7% |
| 5Y | -5.8% | -9.4% | +3.6% | -7.2% |
| All | +22.2% | +196.2% | -174.1% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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