+6.1%
LQD vs VG
-35.7%
+41.8%
-3.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.1% |
| 7D | 0.0% | +3.8% | -3.8% | 0.0% |
| 30D | -0.2% | +7.2% | -7.4% | -0.1% |
| 3M | -1.7% | +22.8% | -24.5% | -1.4% |
| 6M | -2.7% | +33.2% | -35.9% | -2.5% |
| YTD | -1.4% | +124.8% | -126.2% | -1.5% |
| 1Y | -1.0% | +15.8% | -16.8% | -0.7% |
| All | +6.1% | -35.7% | +41.8% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling