+21.6%
LQD vs USB
+107.5%
-85.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | -0.8% | -1.3% | +0.5% | -0.7% |
| 3M | -1.9% | +15.2% | -17.2% | -2.5% |
| 6M | -2.7% | +18.8% | -21.5% | -3.3% |
| YTD | -1.3% | +21.0% | -22.3% | -2.0% |
| 1Y | 0.0% | +34.0% | -34.0% | -1.2% |
| 3Y | +14.9% | +95.3% | -80.4% | +11.8% |
| 5Y | -4.6% | +40.4% | -44.9% | -6.6% |
| All | +21.6% | +107.5% | -85.9% | +17.8% |
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