+5.1%
LQD vs VG
-34.8%
+39.9%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | -1.1% | +7.0% | -8.1% | -1.0% |
| 30D | -1.1% | +17.2% | -18.4% | -1.0% |
| 3M | -2.3% | +16.8% | -19.1% | -2.1% |
| 6M | -2.9% | +36.3% | -39.2% | -2.7% |
| YTD | -2.3% | +127.9% | -130.2% | -2.4% |
| 1Y | -2.2% | +11.7% | -13.9% | -1.8% |
| All | +5.1% | -34.8% | +39.9% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling