-5.5%
LQD vs USB
+21.6%
-27.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +2.4% | +5.8% | -3.5% | +2.1% |
| 3M | -1.3% | -6.0% | +4.7% | -1.0% |
| 6M | -2.7% | +7.8% | -10.5% | -3.2% |
| YTD | -2.2% | +14.6% | -16.7% | -3.0% |
| 1Y | -2.1% | +31.8% | -33.8% | -3.7% |
| 3Y | +17.1% | +91.5% | -74.4% | +12.4% |
| All | -5.5% | +21.6% | -27.0% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling