+26.0%
LQD vs USB
+84.9%
-58.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +1.7% | +5.7% | -4.0% | +1.5% |
| 3M | -0.7% | -4.7% | +4.0% | -0.5% |
| 6M | -2.2% | +13.4% | -15.7% | -2.8% |
| YTD | -1.9% | +17.0% | -18.9% | -2.6% |
| 1Y | -2.0% | +32.4% | -34.4% | -3.2% |
| 3Y | +16.5% | +101.7% | -85.2% | +13.2% |
| 5Y | -4.2% | +24.4% | -28.6% | -6.0% |
| 10Y | +26.0% | +83.6% | -57.6% | +22.6% |
| All | +26.0% | +84.9% | -58.9% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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