-6.0%
LQD vs TRV
+157.5%
-163.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -1.1% | -1.5% | +0.4% | -1.0% |
| 30D | -1.1% | -1.8% | +0.7% | -1.1% |
| 3M | -2.3% | +21.6% | -23.9% | -2.9% |
| 6M | -2.9% | +22.5% | -25.4% | -3.5% |
| YTD | -2.3% | +28.1% | -30.5% | -3.0% |
| 1Y | -2.2% | +37.0% | -39.2% | -3.1% |
| 3Y | +14.0% | +141.9% | -127.9% | +12.3% |
| All | -6.0% | +157.5% | -163.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 5y: compounded portfolio wealth divided by compounded TRV 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…
5y analysis · Full analysis span regression · 6 months rolling