+189.9%
LQD vs VFC
+173.8%
+16.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | +0.2% | +0.8% | -0.6% | +0.2% |
| 30D | -0.6% | -11.9% | +11.4% | -0.4% |
| 3M | -1.2% | -20.2% | +18.9% | -0.9% |
| 6M | -1.9% | -23.0% | +21.0% | -1.6% |
| YTD | -1.3% | -26.2% | +25.0% | -0.8% |
| 1Y | -1.0% | -13.3% | +12.3% | -0.9% |
| 3Y | +15.2% | -25.5% | +40.7% | +14.7% |
| 5Y | -4.4% | -78.1% | +73.7% | -4.2% |
| 10Y | +22.6% | -68.8% | +91.4% | +23.1% |
| All | +189.9% | +173.8% | +16.2% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VFC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling