+35.7%
LQD vs TRU
+226.0%
-190.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | 0.0% | -6.5% | +6.4% | +0.4% |
| 30D | -0.2% | -2.5% | +2.3% | -0.1% |
| 3M | -1.7% | +10.4% | -12.0% | -2.5% |
| 6M | -2.7% | +1.6% | -4.3% | -3.1% |
| YTD | -1.4% | -9.7% | +8.3% | -1.1% |
| 1Y | -1.0% | -17.3% | +16.3% | -0.2% |
| 3Y | +15.1% | -1.8% | +16.9% | +13.1% |
| 5Y | -5.2% | -36.2% | +31.0% | -5.2% |
| 10Y | +23.3% | +143.2% | -119.9% | +18.6% |
| All | +35.7% | +226.0% | -190.3% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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