+14.2%
LQD vs VIAV
+293.0%
-278.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.1% |
| 7D | -1.1% | +11.2% | -12.3% | -1.3% |
| 30D | -1.3% | -10.1% | +8.8% | -1.1% |
| 3M | -3.2% | -22.9% | +19.7% | -2.9% |
| 6M | -2.1% | +28.8% | -30.9% | -3.2% |
| YTD | -2.4% | +117.5% | -119.8% | -4.9% |
| 1Y | -2.7% | +216.1% | -218.7% | -6.5% |
| 3Y | +14.2% | +292.2% | -278.0% | +6.0% |
| All | +14.2% | +293.0% | -278.8% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 3y: compounded portfolio wealth divided by compounded VIAV 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…
3y analysis · Full analysis span regression · 6 months rolling